+17.2%
O vs TROW
-38.9%
+56.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.5% | -3.0% | -0.5% | -2.9% |
| 30D | -3.3% | -5.5% | +2.1% | -2.2% |
| 3M | -2.8% | +2.3% | -5.1% | -3.5% |
| 6M | -5.8% | +23.9% | -29.7% | -10.3% |
| YTD | +9.4% | +7.9% | +1.5% | +7.0% |
| 1Y | +5.7% | +6.1% | -0.5% | +3.6% |
| 3Y | +27.2% | +13.8% | +13.4% | +20.5% |
| 5Y | +17.2% | -38.2% | +55.4% | +22.8% |
| All | +17.2% | -38.9% | +56.1% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling