+220.7%
ROL vs TROW
+122.3%
+98.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +19.8% | +9.3% | +10.4% | +16.5% |
| 3M | +7.9% | -0.9% | +8.8% | +8.1% |
| 6M | -25.6% | +8.3% | -34.0% | -27.8% |
| YTD | -34.1% | +10.6% | -44.8% | -36.8% |
| 1Y | -31.4% | +10.5% | -41.9% | -34.2% |
| 3Y | +4.7% | +36.5% | -31.9% | -9.0% |
| 5Y | +15.6% | -37.1% | +52.7% | +31.2% |
| All | +220.7% | +122.3% | +98.5% | +123.1% |
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