+293.7%
ROIV vs TROW
-8.6%
+302.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +19.0% | -3.0% | +22.0% | +20.4% |
| 30D | +16.1% | -5.5% | +21.6% | +18.8% |
| 3M | +44.1% | +2.3% | +41.8% | +42.2% |
| 6M | +37.8% | +23.9% | +13.9% | +25.5% |
| YTD | +88.7% | +7.9% | +80.8% | +81.1% |
| 1Y | +197.3% | +6.1% | +191.2% | +186.8% |
| 3Y | +224.9% | +13.8% | +211.1% | +197.5% |
| 5Y | +311.0% | -38.2% | +349.2% | +332.4% |
| All | +293.7% | -8.6% | +302.2% | +302.1% |
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