+60.5%
XOM vs TROW
+11.3%
+49.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.6% |
| 7D | +4.1% | -3.2% | +7.3% | +4.6% |
| 30D | +4.6% | -4.6% | +9.2% | +5.3% |
| 3M | +14.0% | -0.7% | +14.6% | +13.6% |
| 6M | +11.0% | +22.2% | -11.2% | +5.8% |
| YTD | +40.7% | +6.6% | +34.1% | +37.8% |
| 1Y | +52.3% | +5.8% | +46.5% | +49.3% |
| 3Y | +60.5% | +11.6% | +48.9% | +47.0% |
| All | +60.5% | +11.3% | +49.1% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling