+215.2%
XLY vs TROW
+130.0%
+85.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -1.7% | -3.2% | +1.5% | -0.1% |
| 30D | -4.2% | -4.6% | +0.4% | -1.9% |
| 3M | -2.7% | -0.7% | -2.0% | -2.9% |
| 6M | -0.6% | +22.2% | -22.8% | -10.9% |
| YTD | -5.0% | +6.6% | -11.7% | -9.1% |
| 1Y | -4.1% | +5.8% | -9.9% | -8.0% |
| 3Y | +33.6% | +11.6% | +22.0% | +22.5% |
| 5Y | +28.7% | -38.9% | +67.6% | +53.5% |
| All | +215.2% | +130.0% | +85.1% | +127.7% |
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