-42.0%
RIG vs TROW
+8,262.5%
-8,304.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.3% |
| 7D | -8.2% | -1.5% | -6.7% | -7.7% |
| 30D | -0.2% | -5.3% | +5.1% | +1.9% |
| 3M | -2.7% | +2.9% | -5.7% | -4.5% |
| 6M | -7.5% | +22.2% | -29.7% | -15.3% |
| YTD | +38.3% | +8.1% | +30.2% | +32.4% |
| 1Y | +81.8% | +5.8% | +76.0% | +75.3% |
| 3Y | -30.2% | +14.0% | -44.2% | -34.2% |
| 5Y | +59.9% | -38.3% | +98.2% | +87.1% |
| 10Y | -41.9% | +131.7% | -173.6% | -53.6% |
| All | -42.0% | +8,262.5% | -8,304.5% | -74.5% |
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