+52.7%
ROST vs TROW
+17.3%
+35.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.0% | +0.1% | +4.5% |
| 7D | +7.8% | +8.2% | -0.5% | +5.7% |
| 30D | +8.6% | +8.3% | +0.2% | +6.4% |
| 3M | -1.9% | -1.6% | -0.4% | -1.7% |
| 6M | +9.1% | +11.9% | -2.7% | +5.7% |
| YTD | +37.2% | +14.3% | +22.9% | +30.9% |
| 1Y | +52.7% | +17.0% | +35.7% | +42.4% |
| All | +52.7% | +17.3% | +35.4% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling