+14,653.7%
TROW vs ES
+1,231.7%
+13,422.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.4% | +0.9% | +3.5% | +4.0% |
| 30D | +5.5% | +5.9% | -0.5% | +2.8% |
| 3M | -1.3% | -1.0% | -0.3% | -1.1% |
| 6M | +7.9% | +7.2% | +0.7% | +4.4% |
| YTD | +12.6% | +7.0% | +5.7% | +8.6% |
| 1Y | +13.3% | +0.5% | +12.9% | +11.5% |
| 3Y | +38.6% | +48.7% | -10.1% | +12.8% |
| 5Y | -34.7% | +1.9% | -36.7% | -38.0% |
| 10Y | +129.9% | +89.2% | +40.8% | +65.2% |
| All | +14,653.7% | +1,231.7% | +13,422.0% | +5,435.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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