+5,631.3%
OMC vs TROW
+14,176.2%
-8,544.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | -4.2% | -1.5% | -2.7% | -3.7% |
| 30D | -7.5% | -5.3% | -2.2% | -5.9% |
| 3M | +4.6% | +2.9% | +1.7% | +3.6% |
| 6M | -4.8% | +22.2% | -27.0% | -10.8% |
| YTD | -1.0% | +8.1% | -9.1% | -3.6% |
| 1Y | +3.8% | +5.8% | -2.0% | +1.7% |
| 3Y | +10.2% | +14.0% | -3.8% | +4.7% |
| 5Y | +29.7% | -38.3% | +68.0% | +45.4% |
| 10Y | +32.3% | +131.7% | -99.4% | -0.9% |
| All | +5,631.3% | +14,176.2% | -8,544.8% | +1,856.0% |
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