+5,367.1%
O vs TROW
+5,972.1%
-605.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -2.0% | -4.0% | +2.1% | -0.7% |
| 3M | +3.0% | +5.0% | -2.0% | +1.1% |
| 6M | -3.6% | +24.3% | -28.0% | -10.4% |
| YTD | +12.1% | +9.8% | +2.3% | +7.9% |
| 1Y | +8.9% | +6.4% | +2.4% | +5.7% |
| 3Y | +30.3% | +15.8% | +14.5% | +20.6% |
| 5Y | +13.7% | -37.3% | +51.0% | +23.7% |
| 10Y | +50.3% | +130.6% | -80.4% | +4.3% |
| All | +5,367.1% | +5,972.1% | -605.0% | +2,354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling