+96.1%
ROST vs TROW
+12.7%
+83.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.5% | -3.0% | +0.5% | -1.4% |
| 30D | -10.3% | -5.5% | -4.8% | -8.5% |
| 3M | -2.6% | +2.3% | -4.9% | -3.8% |
| 6M | +6.5% | +23.9% | -17.4% | -1.9% |
| YTD | +25.9% | +7.9% | +18.0% | +21.4% |
| 1Y | +52.3% | +6.1% | +46.2% | +47.5% |
| All | +96.1% | +12.7% | +83.5% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling