+25.0%
ROK vs TROW
+17.3%
+7.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.5% | -3.2% |
| 7D | 0.0% | +8.2% | -8.2% | -3.5% |
| 30D | -2.5% | +8.3% | -10.8% | -6.0% |
| 3M | 0.0% | -1.6% | +1.6% | +0.8% |
| 6M | +11.6% | +11.9% | -0.3% | +2.6% |
| YTD | +15.2% | +14.3% | +0.9% | +1.7% |
| 1Y | +25.0% | +17.0% | +8.0% | +8.3% |
| All | +25.0% | +17.3% | +7.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling