+336.5%
ORCL vs TROW
+132.8%
+203.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -0.7% | -3.0% | +2.3% | +0.7% |
| 30D | +5.1% | -5.5% | +10.6% | +7.9% |
| 3M | -23.7% | +2.3% | -26.0% | -24.9% |
| 6M | +3.1% | +23.9% | -20.8% | -7.0% |
| YTD | -20.8% | +7.9% | -28.7% | -23.8% |
| 1Y | -52.9% | +6.1% | -59.0% | -54.5% |
| 3Y | +25.4% | +13.8% | +11.6% | +15.4% |
| 5Y | +82.4% | -38.2% | +120.6% | +115.9% |
| All | +336.5% | +132.8% | +203.7% | +199.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling