+317.6%
TROW vs CAPR
-99.1%
+416.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -1.3% | -2.0% | +0.7% | -1.3% |
| 30D | -4.5% | +139.2% | -143.7% | -5.6% |
| 3M | +3.9% | -66.4% | +70.2% | +4.3% |
| 6M | +22.6% | -63.1% | +85.7% | +22.8% |
| YTD | +10.1% | -67.4% | +77.6% | +10.5% |
| 1Y | +3.6% | +58.2% | -54.7% | -0.6% |
| 3Y | +12.4% | +42.2% | -29.8% | +6.5% |
| 5Y | -37.5% | +87.3% | -124.7% | -41.3% |
| 10Y | +130.0% | -75.3% | +205.2% | +111.0% |
| All | +317.6% | -99.1% | +416.6% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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