+23.3%
TROW vs REPL
-17.3%
+40.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | +0.1% |
| 7D | -3.0% | -13.4% | +10.4% | -2.5% |
| 30D | -5.5% | -3.0% | -2.4% | -5.4% |
| 3M | +2.3% | +56.3% | -54.1% | -1.5% |
| 6M | +23.9% | +60.9% | -37.0% | +13.4% |
| YTD | +7.9% | +36.2% | -28.3% | -0.6% |
| 1Y | +6.1% | +121.0% | -114.9% | -8.4% |
| 3Y | +13.8% | -32.8% | +46.6% | -6.7% |
| 5Y | -38.2% | -58.7% | +20.4% | -48.1% |
| All | +23.3% | -17.3% | +40.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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