-13.1%
SLB vs TROW
+122.3%
-135.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | +6.5% | +9.3% | -2.8% | +1.2% |
| 3M | -0.2% | -0.9% | +0.7% | -0.1% |
| 6M | -5.7% | +8.3% | -14.1% | -10.8% |
| YTD | +36.8% | +10.6% | +26.2% | +27.2% |
| 1Y | +45.8% | +10.5% | +35.2% | +35.5% |
| 3Y | +3.4% | +36.5% | -33.2% | -16.3% |
| 5Y | +76.1% | -37.1% | +113.2% | +118.6% |
| All | -13.1% | +122.3% | -135.3% | -42.1% |
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