-39.0%
TROW vs RNG
-68.4%
+29.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.2% | -6.1% | +2.9% | -1.9% |
| 30D | -4.6% | +9.6% | -14.2% | -6.7% |
| 3M | -0.7% | +83.3% | -84.0% | -14.5% |
| 6M | +22.2% | +77.9% | -55.7% | +4.3% |
| YTD | +6.6% | +139.9% | -133.3% | -17.3% |
| 1Y | +5.8% | +121.7% | -115.8% | -16.7% |
| 3Y | +11.6% | +121.9% | -110.3% | -17.0% |
| All | -39.0% | -68.4% | +29.4% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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