-74.2%
OPEN vs TROW
+11.0%
-85.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +1.2% |
| 7D | -11.4% | -3.2% | -8.2% | -7.6% |
| 30D | -20.1% | -4.6% | -15.5% | -14.8% |
| 3M | -37.6% | -0.7% | -36.9% | -37.2% |
| 6M | -47.1% | +22.2% | -69.3% | -59.7% |
| YTD | -52.1% | +6.6% | -58.8% | -56.6% |
| 1Y | -73.5% | +5.8% | -79.3% | -75.4% |
| 3Y | -24.4% | +11.6% | -36.0% | -31.5% |
| 5Y | -85.1% | -38.9% | -46.2% | -78.6% |
| All | -74.2% | +11.0% | -85.1% | -66.8% |
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 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