-15.4%
ROP vs TROW
-38.9%
+23.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -8.0% | -3.0% | -5.0% | -7.1% |
| 30D | -2.7% | -5.5% | +2.7% | -1.0% |
| 3M | +16.6% | +2.3% | +14.3% | +15.3% |
| 6M | +10.4% | +23.9% | -13.6% | +2.3% |
| YTD | -12.1% | +7.9% | -20.0% | -14.9% |
| 1Y | -23.6% | +6.1% | -29.8% | -25.8% |
| 3Y | -19.3% | +13.8% | -33.1% | -24.7% |
| 5Y | -15.4% | -38.2% | +22.8% | -7.1% |
| All | -15.4% | -38.9% | +23.5% | -7.1% |
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 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