+312.1%
ROST vs TROW
+130.0%
+182.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.9% |
| 7D | +0.2% | -3.2% | +3.4% | +1.7% |
| 30D | -6.9% | -4.6% | -2.3% | -4.8% |
| 3M | -3.3% | -0.7% | -2.7% | -3.5% |
| 6M | +9.0% | +22.2% | -13.2% | -1.5% |
| YTD | +28.9% | +6.6% | +22.2% | +23.5% |
| 1Y | +54.0% | +5.8% | +48.1% | +47.8% |
| 3Y | +100.7% | +11.6% | +89.1% | +82.9% |
| 5Y | +116.0% | -38.9% | +155.0% | +160.0% |
| All | +312.1% | +130.0% | +182.1% | +193.7% |
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