+820.5%
XLB vs TROW
+1,196.4%
-375.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.1% |
| 7D | -1.4% | -1.3% | -0.1% | -0.9% |
| 30D | -0.4% | -4.5% | +4.1% | +1.4% |
| 3M | +2.0% | +3.9% | -1.9% | +0.2% |
| 6M | +1.8% | +22.6% | -20.7% | -6.4% |
| YTD | +16.6% | +10.1% | +6.5% | +11.4% |
| 1Y | +16.9% | +3.6% | +13.4% | +14.3% |
| 3Y | +32.6% | +12.4% | +20.1% | +23.5% |
| 5Y | +35.6% | -37.5% | +73.1% | +54.6% |
| 10Y | +160.0% | +130.0% | +30.1% | +74.5% |
| All | +820.5% | +1,196.4% | -375.9% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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