-53.2%
S vs TROW
-30.8%
-22.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.3% |
| 7D | -7.7% | -1.3% | -6.4% | -6.6% |
| 30D | -5.3% | -4.5% | -0.8% | -1.6% |
| 3M | +20.3% | +3.9% | +16.4% | +15.0% |
| 6M | +47.4% | +22.6% | +24.8% | +21.3% |
| YTD | +32.5% | +10.1% | +22.4% | +19.1% |
| 1Y | +9.5% | +3.6% | +5.9% | +3.3% |
| 3Y | +15.5% | +12.4% | +3.1% | -2.9% |
| 5Y | -71.2% | -37.5% | -33.7% | -57.1% |
| All | -53.2% | -30.8% | -22.4% | -32.6% |
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