+89.8%
RF vs TROW
-36.6%
+126.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | -3.4% | -4.0% | +0.7% | -1.1% |
| 3M | +6.4% | +5.0% | +1.3% | +2.6% |
| 6M | +13.4% | +24.3% | -10.9% | -1.2% |
| YTD | +14.2% | +9.8% | +4.5% | +6.6% |
| 1Y | +15.7% | +6.4% | +9.3% | +9.9% |
| 3Y | +91.3% | +15.8% | +75.5% | +71.7% |
| 5Y | +89.8% | -37.3% | +127.0% | +135.2% |
| All | +89.8% | -36.6% | +126.4% | +135.2% |
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