+136.9%
TROW vs RNG
+305.9%
-169.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.4% |
| 7D | -1.5% | -4.1% | +2.6% | -0.7% |
| 30D | -5.3% | +8.6% | -13.9% | -7.0% |
| 3M | +2.9% | +78.0% | -75.0% | -9.3% |
| 6M | +22.2% | +67.0% | -44.8% | +7.7% |
| YTD | +8.1% | +142.4% | -134.3% | -13.4% |
| 1Y | +5.8% | +120.4% | -114.6% | -13.8% |
| 3Y | +14.0% | +122.1% | -108.1% | -11.0% |
| 5Y | -38.3% | -69.8% | +31.6% | -36.2% |
| 10Y | +131.7% | +223.4% | -91.7% | +46.9% |
| All | +136.9% | +305.9% | -169.0% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling