+14,391.6%
TROW vs RVTY
+2,885.1%
+11,506.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.3% |
| 7D | +0.5% | -0.5% | +0.9% | +0.6% |
| 30D | +9.3% | +1.5% | +7.8% | +8.3% |
| 3M | -0.9% | +31.5% | -32.4% | -11.6% |
| 6M | +8.3% | +62.7% | -54.3% | -11.5% |
| YTD | +10.6% | +60.0% | -49.3% | -10.0% |
| 1Y | +10.5% | +65.7% | -55.2% | -11.5% |
| 3Y | +36.5% | +85.2% | -48.7% | +2.5% |
| 5Y | -37.1% | -14.9% | -22.2% | -37.6% |
| 10Y | +125.2% | +211.9% | -86.7% | +34.5% |
| All | +14,391.6% | +2,885.1% | +11,506.5% | +3,085.2% |
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