+54.0%
ROST vs TROW
+4.9%
+49.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | +0.2% | -3.2% | +3.4% | +1.1% |
| 30D | -6.9% | -4.6% | -2.3% | -5.8% |
| 3M | -3.3% | -0.7% | -2.7% | -3.5% |
| 6M | +9.0% | +22.2% | -13.2% | +2.9% |
| YTD | +28.9% | +6.6% | +22.2% | +25.3% |
| 1Y | +54.0% | +5.8% | +48.1% | +47.4% |
| All | +54.0% | +4.9% | +49.1% | +47.4% |
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