-42.2%
RIG vs TROW
+130.0%
-172.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -0.8% |
| 7D | -3.1% | -3.2% | +0.1% | -0.6% |
| 30D | -0.5% | -4.6% | +4.1% | +3.1% |
| 3M | -6.0% | -0.7% | -5.3% | -7.2% |
| 6M | -10.1% | +22.2% | -32.3% | -25.6% |
| YTD | +37.3% | +6.6% | +30.7% | +25.8% |
| 1Y | +73.9% | +5.8% | +68.1% | +59.5% |
| 3Y | -30.2% | +11.6% | -41.8% | -39.6% |
| 5Y | +62.5% | -38.9% | +101.4% | +131.4% |
| All | -42.2% | +130.0% | -172.2% | -69.9% |
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 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