+113.4%
TROW vs Z
+7.8%
+105.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.1% |
| 7D | +0.5% | +0.8% | -0.4% | +0.3% |
| 30D | +9.3% | +5.2% | +4.2% | +7.8% |
| 3M | -0.9% | -17.0% | +16.1% | +2.2% |
| 6M | +8.3% | -22.7% | +31.0% | +12.7% |
| YTD | +10.6% | -56.3% | +67.0% | +28.6% |
| 1Y | +10.5% | -57.7% | +68.2% | +29.1% |
| 3Y | +36.5% | -16.5% | +53.1% | +34.4% |
| 5Y | -37.1% | -53.4% | +16.3% | -33.7% |
| 10Y | +125.2% | -15.9% | +141.1% | +91.4% |
| All | +113.4% | +7.8% | +105.6% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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