+33.3%
ORCL vs TROW
+14.8%
+18.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +15.0% | +0.4% | +14.6% | +14.8% |
| 30D | +10.5% | -4.0% | +14.6% | +12.9% |
| 3M | -23.0% | +5.0% | -28.0% | -25.5% |
| 6M | +7.0% | +24.3% | -17.3% | -5.3% |
| YTD | -15.8% | +9.8% | -25.6% | -20.7% |
| 1Y | -31.1% | +6.4% | -37.5% | -34.3% |
| 3Y | +33.3% | +15.8% | +17.5% | +21.6% |
| All | +33.3% | +14.8% | +18.5% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling