+95.0%
RF vs TROW
+15.1%
+79.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +2.2% |
| 30D | -3.6% | -4.5% | +0.9% | -0.7% |
| 3M | +8.1% | +3.9% | +4.2% | +4.2% |
| 6M | +11.5% | +22.6% | -11.1% | -4.7% |
| YTD | +15.6% | +10.1% | +5.4% | +5.9% |
| 1Y | +15.7% | +3.6% | +12.1% | +10.9% |
| All | +95.0% | +15.1% | +79.9% | +58.4% |
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