+90.0%
RSG vs TROW
-39.3%
+129.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | +4.0% | -4.6% | +8.6% | +4.6% |
| 3M | +7.4% | -0.7% | +8.0% | +7.2% |
| 6M | +0.1% | +22.2% | -22.1% | -3.2% |
| YTD | +6.0% | +6.6% | -0.6% | +4.6% |
| 1Y | -3.0% | +5.8% | -8.8% | -4.3% |
| 3Y | +56.5% | +11.6% | +44.9% | +50.8% |
| All | +90.0% | -39.3% | +129.4% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling