+49.6%
ON vs TROW
-38.9%
+88.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.0% |
| 7D | -4.7% | -3.0% | -1.7% | -2.2% |
| 30D | -13.5% | -5.5% | -8.0% | -9.3% |
| 3M | -36.3% | +2.3% | -38.6% | -38.9% |
| 6M | +17.8% | +23.9% | -6.2% | -5.0% |
| YTD | +29.6% | +7.9% | +21.7% | +17.2% |
| 1Y | +45.8% | +6.1% | +39.7% | +34.1% |
| 3Y | -28.3% | +13.8% | -42.2% | -39.2% |
| 5Y | +49.6% | -38.2% | +87.9% | +109.9% |
| All | +49.6% | -38.9% | +88.5% | +109.9% |
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