+179.2%
XLE vs TROW
+122.3%
+56.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | -3.9% | +9.3% | -13.3% | -8.0% |
| 3M | +7.0% | -0.9% | +7.9% | +6.9% |
| 6M | +14.2% | +8.3% | +5.9% | +8.6% |
| YTD | +48.2% | +10.6% | +37.5% | +38.2% |
| 1Y | +47.7% | +10.5% | +37.1% | +37.6% |
| 3Y | +70.0% | +36.5% | +33.5% | +39.2% |
| 5Y | +169.1% | -37.1% | +206.2% | +221.4% |
| All | +179.2% | +122.3% | +56.9% | +80.3% |
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