+124.8%
TROW vs EXEL
+375.2%
-250.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | -3.2% | -4.9% | +1.7% | -2.3% |
| 30D | -4.6% | +11.4% | -16.0% | -6.6% |
| 3M | -0.7% | +4.9% | -5.5% | -1.7% |
| 6M | +22.2% | +34.4% | -12.2% | +15.1% |
| YTD | +6.6% | +28.0% | -21.4% | +1.1% |
| 1Y | +5.8% | +43.6% | -37.8% | -2.3% |
| 3Y | +11.6% | +155.2% | -143.6% | -10.2% |
| 5Y | -38.9% | +181.2% | -220.1% | -52.4% |
| All | +124.8% | +375.2% | -250.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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