+7.4%
O vs TROW
-37.1%
+44.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +7.1% | +9.3% | -2.2% | +5.0% |
| 3M | -5.2% | -0.9% | -4.3% | -5.1% |
| 6M | -1.8% | +8.3% | -10.1% | -3.8% |
| YTD | +9.1% | +10.6% | -1.6% | +6.0% |
| 1Y | +9.7% | +10.5% | -0.9% | +6.5% |
| 3Y | +39.1% | +36.5% | +2.6% | +25.5% |
| All | +7.4% | -37.1% | +44.5% | +17.8% |
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