+1,842.9%
TROW vs RL
+1,366.2%
+476.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.9% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | -4.5% | -7.8% | +3.2% | -1.4% |
| 3M | +3.9% | -4.0% | +7.9% | +5.0% |
| 6M | +22.6% | -1.9% | +24.5% | +21.3% |
| YTD | +10.1% | -0.2% | +10.3% | +8.0% |
| 1Y | +3.6% | +10.7% | -7.1% | -3.2% |
| 3Y | +12.4% | +210.8% | -198.4% | -34.9% |
| 5Y | -37.5% | +238.2% | -275.7% | -66.0% |
| 10Y | +130.0% | +313.4% | -183.4% | +1.7% |
| All | +1,842.9% | +1,366.2% | +476.7% | +308.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling