-37.5%
TROW vs RCAT
+57.4%
-94.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.0% | -1.7% |
| 7D | -0.5% | +15.6% | -16.0% | -1.5% |
| 30D | +6.7% | -24.1% | +30.8% | +8.2% |
| 3M | -1.7% | -61.9% | +60.2% | +3.8% |
| 6M | +7.8% | -64.3% | +72.1% | +13.1% |
| YTD | +9.9% | -50.4% | +60.3% | +11.4% |
| 1Y | +8.7% | -54.0% | +62.8% | +10.3% |
| 3Y | +35.2% | +347.2% | -311.9% | +13.4% |
| 5Y | -37.5% | +45.7% | -83.2% | -44.0% |
| All | -37.5% | +57.4% | -94.9% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling