+176.9%
XLE vs TROW
+132.8%
+44.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.5% | -3.0% | +3.5% | +1.8% |
| 30D | +6.6% | -5.5% | +12.0% | +9.1% |
| 3M | +12.3% | +2.3% | +10.0% | +10.2% |
| 6M | +18.4% | +23.9% | -5.5% | +5.9% |
| YTD | +47.2% | +7.9% | +39.3% | +39.6% |
| 1Y | +50.3% | +6.1% | +44.1% | +43.1% |
| 3Y | +55.3% | +13.8% | +41.5% | +39.2% |
| 5Y | +226.0% | -38.2% | +264.2% | +291.6% |
| All | +176.9% | +132.8% | +44.2% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling