+681.4%
NFLX vs TROW
+130.0%
+551.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -1.1% | -3.2% | +2.1% | +0.4% |
| 30D | +4.3% | -4.6% | +8.9% | +6.7% |
| 3M | -4.8% | -0.7% | -4.1% | -4.7% |
| 6M | -18.4% | +22.2% | -40.6% | -26.4% |
| YTD | -17.4% | +6.6% | -24.1% | -21.0% |
| 1Y | -35.7% | +5.8% | -41.5% | -38.4% |
| 3Y | +73.8% | +11.6% | +62.2% | +56.8% |
| 5Y | +29.3% | -38.9% | +68.2% | +51.3% |
| All | +681.4% | +130.0% | +551.4% | +508.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling