+127.5%
TROW vs RL
+308.3%
-180.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.0% | -2.2% | -0.8% | -2.2% |
| 30D | -5.5% | -15.3% | +9.9% | +0.7% |
| 3M | +2.3% | -10.3% | +12.6% | +6.2% |
| 6M | +23.9% | -2.2% | +26.2% | +22.9% |
| YTD | +7.9% | -4.3% | +12.2% | +7.8% |
| 1Y | +6.1% | +8.9% | -2.7% | +0.3% |
| 3Y | +13.8% | +201.4% | -187.6% | -30.9% |
| 5Y | -38.2% | +230.6% | -268.8% | -64.7% |
| All | +127.5% | +308.3% | -180.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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