+229.2%
ROIV vs TROW
+14.8%
+214.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.3% | +19.1% | +18.9% |
| 7D | +20.2% | +0.4% | +19.8% | +19.9% |
| 30D | +14.1% | -4.0% | +18.2% | +15.9% |
| 3M | +45.6% | +5.0% | +40.6% | +42.3% |
| 6M | +44.1% | +24.3% | +19.8% | +31.7% |
| YTD | +91.2% | +9.8% | +81.4% | +82.1% |
| 1Y | +221.3% | +6.4% | +214.9% | +209.1% |
| 3Y | +229.2% | +15.8% | +213.4% | +153.6% |
| All | +229.2% | +14.8% | +214.4% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling