+192.9%
XOM vs TROW
+130.0%
+62.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.9% |
| 7D | +4.1% | -3.2% | +7.3% | +5.3% |
| 30D | +4.6% | -4.6% | +9.2% | +6.3% |
| 3M | +14.0% | -0.7% | +14.6% | +13.5% |
| 6M | +11.0% | +22.2% | -11.2% | +1.9% |
| YTD | +40.7% | +6.6% | +34.1% | +35.3% |
| 1Y | +52.3% | +5.8% | +46.5% | +46.6% |
| 3Y | +60.5% | +11.6% | +48.9% | +47.2% |
| 5Y | +266.4% | -38.9% | +305.3% | +328.7% |
| All | +192.9% | +130.0% | +62.9% | +105.2% |
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