+83.9%
ROKU vs TROW
+11.3%
+72.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.4% |
| 7D | -0.4% | -3.2% | +2.8% | +2.0% |
| 30D | +2.1% | -4.6% | +6.7% | +5.7% |
| 3M | +29.5% | -0.7% | +30.1% | +28.4% |
| 6M | +53.8% | +22.2% | +31.6% | +29.3% |
| YTD | +42.8% | +6.6% | +36.2% | +33.0% |
| 1Y | +60.7% | +5.8% | +54.9% | +50.0% |
| 3Y | +83.9% | +11.6% | +72.3% | +37.4% |
| All | +83.9% | +11.3% | +72.6% | +37.4% |
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