+797.7%
TROW vs EXR
+3,081.1%
-2,283.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | +9.3% | +18.2% | -8.9% | -0.9% |
| 3M | -0.9% | +7.3% | -8.3% | -5.1% |
| 6M | +8.3% | +13.8% | -5.5% | -0.1% |
| YTD | +10.6% | +25.9% | -15.3% | -4.7% |
| 1Y | +10.5% | +25.8% | -15.3% | -4.8% |
| 3Y | +36.5% | +53.7% | -17.2% | +0.1% |
| 5Y | -37.1% | -1.8% | -35.3% | -41.3% |
| 10Y | +125.2% | +214.5% | -89.4% | -6.7% |
| All | +797.7% | +3,081.1% | -2,283.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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