+227.7%
XLE vs TROW
-38.1%
+265.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.2% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | +8.5% | -5.3% | +13.8% | +10.0% |
| 3M | +14.6% | +2.9% | +11.7% | +13.1% |
| 6M | +17.6% | +22.2% | -4.6% | +10.3% |
| YTD | +48.1% | +8.1% | +40.0% | +43.4% |
| 1Y | +53.8% | +5.8% | +48.0% | +49.6% |
| 3Y | +56.2% | +14.0% | +42.2% | +46.0% |
| 5Y | +227.7% | -38.3% | +266.0% | +278.5% |
| All | +227.7% | -38.1% | +265.8% | +278.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling