-47.3%
QS vs TROW
+1.9%
-49.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.0% |
| 7D | -4.2% | -1.5% | -2.7% | -2.7% |
| 30D | -15.7% | -5.3% | -10.4% | -10.8% |
| 3M | -28.7% | +2.9% | -31.6% | -31.5% |
| 6M | -23.2% | +22.2% | -45.4% | -38.3% |
| YTD | -49.9% | +8.1% | -58.0% | -54.3% |
| 1Y | -38.8% | +5.8% | -44.6% | -42.5% |
| 3Y | -24.0% | +14.0% | -38.0% | -34.1% |
| 5Y | -75.6% | -38.3% | -37.3% | -69.4% |
| All | -47.3% | +1.9% | -49.1% | -33.5% |
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