+116.8%
TROW vs RCAT
-99.8%
+216.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | +0.5% | -5.9% | +6.4% | +0.5% |
| 30D | +9.3% | -19.7% | +29.0% | +9.5% |
| 3M | -0.9% | -62.9% | +61.9% | -0.3% |
| 6M | +8.3% | -59.6% | +67.9% | +8.8% |
| YTD | +10.6% | -52.1% | +62.7% | +10.9% |
| 1Y | +10.5% | -50.9% | +61.5% | +10.8% |
| 3Y | +36.5% | +333.8% | -297.3% | +34.9% |
| 5Y | -37.1% | +40.7% | -77.8% | -37.7% |
| All | +116.8% | -99.8% | +216.6% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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