+3,751.3%
TROW vs RY
+11,203.6%
-7,452.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -0.5% | -0.5% | +0.1% | 0.0% |
| 30D | +6.7% | +4.7% | +2.0% | +3.0% |
| 3M | -1.7% | -4.5% | +2.8% | +1.8% |
| 6M | +7.8% | +12.5% | -4.7% | -2.4% |
| YTD | +9.9% | +21.1% | -11.2% | -6.5% |
| 1Y | +8.7% | +38.6% | -29.9% | -17.1% |
| 3Y | +35.2% | +160.2% | -124.9% | -38.1% |
| 5Y | -37.5% | +124.7% | -162.2% | -67.7% |
| 10Y | +123.7% | +352.3% | -228.6% | -33.4% |
| All | +3,751.3% | +11,203.6% | -7,452.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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