+124.8%
TROW vs RJF
+429.3%
-304.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -3.2% | -2.7% | -0.5% | -1.5% |
| 30D | -4.6% | -4.3% | -0.3% | -2.1% |
| 3M | -0.7% | +15.7% | -16.4% | -9.9% |
| 6M | +22.2% | +17.8% | +4.4% | +9.2% |
| YTD | +6.6% | +9.2% | -2.5% | -0.5% |
| 1Y | +5.8% | +2.8% | +3.1% | +2.3% |
| 3Y | +11.6% | +69.5% | -57.8% | -23.2% |
| 5Y | -38.9% | +105.9% | -144.9% | -63.8% |
| All | +124.8% | +429.3% | -304.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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