-38.2%
TROW vs RVTY
-34.5%
-3.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.8% |
| 7D | -3.0% | -7.4% | +4.4% | +0.2% |
| 30D | -5.5% | +4.5% | -10.0% | -7.5% |
| 3M | +2.3% | +19.5% | -17.2% | -6.3% |
| 6M | +23.9% | +34.1% | -10.2% | +6.6% |
| YTD | +7.9% | +25.3% | -17.4% | -4.9% |
| 1Y | +6.1% | +47.0% | -40.9% | -14.4% |
| 3Y | +13.8% | +14.1% | -0.3% | -0.1% |
| 5Y | -38.2% | -34.6% | -3.6% | -30.6% |
| All | -38.2% | -34.5% | -3.7% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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