+4,419.1%
XOM vs TROW
+14,151.0%
-9,731.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.9% | -3.0% | +4.9% | +2.6% |
| 30D | +4.1% | -5.5% | +9.5% | +5.3% |
| 3M | +10.4% | +2.3% | +8.1% | +9.5% |
| 6M | +13.0% | +23.9% | -10.9% | +7.0% |
| YTD | +40.1% | +7.9% | +32.2% | +36.5% |
| 1Y | +51.1% | +6.1% | +45.0% | +47.6% |
| 3Y | +57.7% | +13.8% | +43.9% | +49.8% |
| 5Y | +264.7% | -38.2% | +302.9% | +289.0% |
| 10Y | +193.1% | +131.3% | +61.8% | +133.8% |
| All | +4,419.1% | +14,151.0% | -9,731.9% | +2,345.8% |
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