+8.1%
ORCL vs TROW
+37.2%
-29.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | +4.4% | -10.9% | -8.6% |
| 30D | -16.6% | +5.5% | -22.0% | -19.0% |
| 3M | -21.6% | -1.3% | -20.3% | -21.2% |
| 6M | -39.4% | +7.9% | -47.2% | -42.2% |
| YTD | -38.7% | +12.6% | -51.3% | -43.2% |
| 1Y | -50.4% | +13.3% | -63.7% | -54.3% |
| 3Y | +8.1% | +38.6% | -30.5% | -8.2% |
| All | +8.1% | +37.2% | -29.1% | -8.2% |
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