+1,150.1%
TROW vs EXEL
+264.7%
+885.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.1% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | -4.0% | +6.7% | -10.7% | -5.2% |
| 3M | +5.0% | +11.5% | -6.5% | +2.8% |
| 6M | +24.3% | +38.8% | -14.5% | +16.6% |
| YTD | +9.8% | +31.6% | -21.8% | +3.8% |
| 1Y | +6.4% | +53.0% | -46.6% | -2.5% |
| 3Y | +15.8% | +160.8% | -145.0% | -6.0% |
| 5Y | -37.3% | +190.1% | -227.4% | -50.5% |
| 10Y | +130.6% | +367.0% | -236.3% | +51.6% |
| All | +1,150.1% | +264.7% | +885.4% | +389.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling