+629.3%
ON vs TROW
+130.0%
+499.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.2% | +9.7% | +9.5% |
| 7D | +2.4% | -3.2% | +5.5% | +5.1% |
| 30D | -8.6% | -4.6% | -4.0% | -5.1% |
| 3M | -34.3% | -0.7% | -33.7% | -35.3% |
| 6M | +28.5% | +22.2% | +6.3% | +6.5% |
| YTD | +40.6% | +6.6% | +34.0% | +29.4% |
| 1Y | +55.3% | +5.8% | +49.5% | +44.2% |
| 3Y | -22.2% | +11.6% | -33.8% | -31.4% |
| 5Y | +62.4% | -38.9% | +101.3% | +131.2% |
| All | +629.3% | +130.0% | +499.3% | +391.2% |
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