+14,278.0%
TROW vs RVTY
+2,356.0%
+11,922.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | -4.0% | +10.8% | -14.9% | -7.9% |
| 3M | +5.0% | +26.8% | -21.8% | -4.7% |
| 6M | +24.3% | +39.3% | -15.0% | +8.0% |
| YTD | +9.8% | +31.6% | -21.8% | -3.0% |
| 1Y | +6.4% | +47.7% | -41.2% | -10.6% |
| 3Y | +15.8% | +19.9% | -4.1% | +2.5% |
| 5Y | -37.3% | -32.3% | -4.9% | -31.6% |
| 10Y | +130.6% | +138.4% | -7.8% | +53.5% |
| All | +14,278.0% | +2,356.0% | +11,922.0% | +3,332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling