+793.6%
TROW vs EXR
+2,662.2%
-1,868.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -1.3% | -2.6% | +1.2% | +0.2% |
| 30D | -4.5% | -7.2% | +2.7% | -0.3% |
| 3M | +3.9% | -3.5% | +7.4% | +5.8% |
| 6M | +22.6% | -5.3% | +27.9% | +25.7% |
| YTD | +10.1% | +9.4% | +0.8% | +3.2% |
| 1Y | +3.6% | +1.3% | +2.3% | +1.1% |
| 3Y | +12.4% | +22.4% | -10.0% | -6.1% |
| 5Y | -37.5% | -12.2% | -25.3% | -37.9% |
| 10Y | +130.0% | +148.6% | -18.6% | +9.4% |
| All | +793.6% | +2,662.2% | -1,868.6% | -18.5% |
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