+135.9%
XLU vs TROW
+130.0%
+5.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | -3.3% | -4.6% | +1.3% | -2.1% |
| 3M | -3.2% | -0.7% | -2.5% | -3.3% |
| 6M | -7.0% | +22.2% | -29.2% | -12.2% |
| YTD | +0.6% | +6.6% | -6.0% | -1.8% |
| 1Y | +2.4% | +5.8% | -3.4% | 0.0% |
| 3Y | +46.3% | +11.6% | +34.6% | +37.9% |
| 5Y | +44.0% | -38.9% | +82.9% | +58.3% |
| All | +135.9% | +130.0% | +5.8% | +109.2% |
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