+203.4%
RSP vs TROW
+132.8%
+70.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.1% | -3.0% | -0.1% | -1.7% |
| 30D | -3.4% | -5.5% | +2.0% | -0.9% |
| 3M | +3.6% | +2.3% | +1.3% | +2.0% |
| 6M | +9.0% | +23.9% | -14.9% | -2.2% |
| YTD | +12.2% | +7.9% | +4.3% | +7.0% |
| 1Y | +15.6% | +6.1% | +9.4% | +10.9% |
| 3Y | +51.6% | +13.8% | +37.8% | +37.4% |
| 5Y | +50.4% | -38.2% | +88.6% | +79.1% |
| All | +203.4% | +132.8% | +70.7% | +103.3% |
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 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