+14,032.2%
TROW vs RRX
+3,748.6%
+10,283.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.6% |
| 7D | -3.0% | -3.7% | +0.7% | -1.4% |
| 30D | -5.5% | -9.3% | +3.8% | -1.6% |
| 3M | +2.3% | -21.8% | +24.1% | +11.0% |
| 6M | +23.9% | -22.0% | +45.9% | +32.0% |
| YTD | +7.9% | +11.9% | -4.0% | -3.6% |
| 1Y | +6.1% | +11.6% | -5.5% | -6.0% |
| 3Y | +13.8% | +2.2% | +11.6% | -1.1% |
| 5Y | -38.2% | +14.9% | -53.1% | -49.6% |
| 10Y | +131.3% | +214.2% | -83.0% | +16.7% |
| All | +14,032.2% | +3,748.6% | +10,283.6% | +4,400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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