-5.1%
ROL vs TROW
-38.9%
+33.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.2% | -3.0% | -0.2% | -2.6% |
| 30D | -6.6% | -5.5% | -1.2% | -5.6% |
| 3M | -27.3% | +2.3% | -29.6% | -27.8% |
| 6M | -38.1% | +23.9% | -62.0% | -41.0% |
| YTD | -41.8% | +7.9% | -49.7% | -43.0% |
| 1Y | -37.8% | +6.1% | -43.9% | -39.0% |
| 3Y | -0.3% | +13.8% | -14.1% | -5.6% |
| 5Y | -5.1% | -38.2% | +33.1% | +9.4% |
| All | -5.1% | -38.9% | +33.8% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling