+69,276.3%
ROST vs TROW
+14,176.2%
+55,100.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.3% |
| 7D | -2.2% | -1.5% | -0.7% | -1.8% |
| 30D | -11.4% | -5.3% | -6.1% | -9.9% |
| 3M | -1.6% | +2.9% | -4.6% | -2.8% |
| 6M | +6.8% | +22.2% | -15.4% | 0.0% |
| YTD | +25.8% | +8.1% | +17.7% | +22.0% |
| 1Y | +52.4% | +5.8% | +46.6% | +48.6% |
| 3Y | +94.4% | +14.0% | +80.3% | +82.8% |
| 5Y | +108.2% | -38.3% | +146.5% | +132.5% |
| 10Y | +308.5% | +131.7% | +176.8% | +205.5% |
| All | +69,276.3% | +14,176.2% | +55,100.1% | +17,380.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling