+1,564.8%
QQQ vs TROW
+1,248.7%
+316.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | +1.0% | -1.5% | +2.5% | +1.7% |
| 30D | -0.6% | -5.3% | +4.7% | +1.8% |
| 3M | +1.3% | +2.9% | -1.6% | -0.4% |
| 6M | +18.1% | +22.2% | -4.1% | +7.4% |
| YTD | +16.9% | +8.1% | +8.8% | +11.8% |
| 1Y | +24.0% | +5.8% | +18.2% | +19.5% |
| 3Y | +95.6% | +14.0% | +81.6% | +79.5% |
| 5Y | +94.5% | -38.3% | +132.8% | +129.6% |
| 10Y | +571.7% | +131.7% | +440.1% | +328.4% |
| All | +1,564.8% | +1,248.7% | +316.1% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling