+270.3%
ORCL vs TROW
+122.3%
+148.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.7% |
| 7D | +8.0% | +0.5% | +7.5% | +7.7% |
| 30D | -4.0% | +9.3% | -13.3% | -8.1% |
| 3M | -19.5% | -0.9% | -18.6% | -19.2% |
| 6M | -33.5% | +8.3% | -41.8% | -36.3% |
| YTD | -34.8% | +10.6% | -45.5% | -38.2% |
| 1Y | -41.6% | +10.5% | -52.2% | -44.8% |
| 3Y | +13.8% | +36.5% | -22.8% | -3.7% |
| 5Y | +43.4% | -37.1% | +80.4% | +68.9% |
| All | +270.3% | +122.3% | +148.0% | +154.4% |
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