+584.5%
RIO vs TROW
+130.0%
+454.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | -3.2% | -3.2% | 0.0% | -1.8% |
| 30D | +0.9% | -4.6% | +5.5% | +3.0% |
| 3M | -1.4% | -0.7% | -0.8% | -1.6% |
| 6M | +10.9% | +22.2% | -11.3% | +1.2% |
| YTD | +31.2% | +6.6% | +24.6% | +26.5% |
| 1Y | +67.9% | +5.8% | +62.1% | +62.1% |
| 3Y | +88.8% | +11.6% | +77.2% | +73.6% |
| 5Y | +93.1% | -38.9% | +132.0% | +129.6% |
| All | +584.5% | +130.0% | +454.5% | +285.7% |
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