+213.6%
RF vs TROW
+122.3%
+91.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.8% |
| 7D | +1.9% | +0.5% | +1.5% | +1.6% |
| 30D | +7.3% | +9.3% | -2.0% | +0.8% |
| 3M | -7.9% | -0.9% | -7.0% | -7.7% |
| 6M | +10.5% | +8.3% | +2.2% | +3.4% |
| YTD | +9.6% | +10.6% | -1.0% | +0.3% |
| 1Y | +20.3% | +10.5% | +9.8% | +9.9% |
| 3Y | +119.5% | +36.5% | +83.0% | +71.7% |
| 5Y | +48.2% | -37.1% | +85.3% | +94.9% |
| All | +213.6% | +122.3% | +91.4% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling