+5.8%
TROW vs EQH
+3.9%
+2.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -3.2% | +0.7% | -3.9% | -3.4% |
| 30D | -4.6% | +2.8% | -7.4% | -5.6% |
| 3M | -0.7% | +23.1% | -23.7% | -7.9% |
| 6M | +22.2% | +41.4% | -19.2% | +6.8% |
| YTD | +6.6% | +14.3% | -7.6% | +2.2% |
| 1Y | +5.8% | +1.6% | +4.2% | +5.9% |
| All | +5.8% | +3.9% | +2.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1y: compounded portfolio wealth divided by compounded EQH 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…
1y analysis · Full analysis span regression · 6 months rolling