+34.5%
ORCL vs TROW
-36.2%
+70.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | +4.4% | -10.9% | -8.2% |
| 30D | -16.6% | +5.5% | -22.0% | -18.5% |
| 3M | -21.6% | -1.3% | -20.3% | -21.3% |
| 6M | -39.4% | +7.9% | -47.2% | -41.5% |
| YTD | -38.7% | +12.6% | -51.3% | -42.0% |
| 1Y | -50.4% | +13.3% | -63.7% | -53.3% |
| 3Y | +8.1% | +38.6% | -30.5% | -6.7% |
| 5Y | +34.5% | -34.7% | +69.3% | +37.6% |
| All | +34.5% | -36.2% | +70.8% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling