+15,078.6%
ROK vs TROW
+14,176.2%
+902.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +0.2% | -1.5% | +1.7% | +0.8% |
| 30D | -1.8% | -5.3% | +3.5% | +0.3% |
| 3M | -7.2% | +2.9% | -10.1% | -8.6% |
| 6M | +14.2% | +22.2% | -8.0% | +5.2% |
| YTD | +10.6% | +8.1% | +2.5% | +6.8% |
| 1Y | +25.9% | +5.8% | +20.1% | +22.5% |
| 3Y | +50.8% | +14.0% | +36.8% | +42.6% |
| 5Y | +47.0% | -38.3% | +85.3% | +71.9% |
| 10Y | +354.9% | +131.7% | +223.2% | +228.2% |
| All | +15,078.6% | +14,176.2% | +902.5% | +5,295.3% |
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 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