+1,019.2%
XLE vs TROW
+1,223.4%
-204.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -0.2% | -1.7% | +1.4% | +0.4% |
| 30D | -4.0% | +6.4% | -10.4% | -6.5% |
| 3M | +4.6% | -1.5% | +6.1% | +4.7% |
| 6M | +12.3% | +8.3% | +4.0% | +7.9% |
| YTD | +44.5% | +12.4% | +32.1% | +36.0% |
| 1Y | +42.4% | +12.4% | +30.0% | +33.9% |
| 3Y | +67.0% | +38.3% | +28.7% | +43.1% |
| 5Y | +161.9% | -35.2% | +197.1% | +186.0% |
| 10Y | +173.9% | +128.8% | +45.0% | +88.7% |
| All | +1,019.2% | +1,223.4% | -204.2% | +380.5% |
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 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