+157.0%
RTX vs TROW
+37.3%
+119.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | +6.5% | +9.3% | -2.9% | +4.6% |
| 3M | -9.6% | -0.9% | -8.7% | -9.5% |
| 6M | +12.3% | +8.3% | +4.0% | +10.3% |
| YTD | +9.5% | +10.6% | -1.2% | +6.9% |
| 1Y | +15.8% | +10.5% | +5.3% | +13.1% |
| 3Y | +157.0% | +36.5% | +120.5% | +141.7% |
| All | +157.0% | +37.3% | +119.7% | +141.7% |
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