-37.5%
TROW vs REPL
-35.3%
-2.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | -0.5% | +9.8% | -10.2% | -0.6% |
| 30D | +6.7% | +81.5% | -74.8% | +5.6% |
| 3M | -1.7% | +44.2% | -45.9% | -2.4% |
| 6M | +7.8% | +437.4% | -429.6% | +1.9% |
| YTD | +9.9% | +126.1% | -116.2% | +4.8% |
| 1Y | +8.7% | +143.1% | -134.4% | +3.3% |
| 3Y | +35.2% | +97.8% | -62.6% | +9.4% |
| 5Y | -37.5% | -34.3% | -3.2% | -39.4% |
| All | -37.5% | -35.3% | -2.2% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling