+124.8%
TROW vs RRC
+4.9%
+119.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -3.2% | -1.8% | -1.4% | -2.9% |
| 30D | -4.6% | +2.7% | -7.3% | -5.0% |
| 3M | -0.7% | +8.8% | -9.5% | -2.1% |
| 6M | +22.2% | -1.2% | +23.4% | +21.9% |
| YTD | +6.6% | +17.6% | -10.9% | +3.4% |
| 1Y | +5.8% | +18.4% | -12.6% | +2.3% |
| 3Y | +11.6% | +33.1% | -21.5% | +4.8% |
| 5Y | -38.9% | +148.2% | -187.1% | -48.9% |
| All | +124.8% | +4.9% | +119.9% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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