+1,024.7%
XLE vs TROW
+1,196.4%
-171.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +2.2% | -1.3% | +3.5% | +2.7% |
| 30D | +11.8% | -4.5% | +16.3% | +13.6% |
| 3M | +9.8% | +3.9% | +6.0% | +7.6% |
| 6M | +15.6% | +22.6% | -7.0% | +6.2% |
| YTD | +45.3% | +10.1% | +35.1% | +38.2% |
| 1Y | +48.3% | +3.6% | +44.7% | +44.1% |
| 3Y | +55.4% | +12.4% | +43.0% | +44.0% |
| 5Y | +216.1% | -37.5% | +253.6% | +250.8% |
| 10Y | +178.4% | +130.0% | +48.4% | +92.2% |
| All | +1,024.7% | +1,196.4% | -171.7% | +388.5% |
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