+119.9%
XRT vs TROW
+132.8%
-12.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.6% | -3.0% | -0.6% | -1.9% |
| 30D | -6.7% | -5.5% | -1.2% | -3.7% |
| 3M | -1.4% | +2.3% | -3.7% | -3.1% |
| 6M | +1.7% | +23.9% | -22.2% | -10.6% |
| YTD | -1.5% | +7.9% | -9.4% | -6.8% |
| 1Y | -2.5% | +6.1% | -8.6% | -7.0% |
| 3Y | +39.9% | +13.8% | +26.1% | +26.0% |
| 5Y | -2.6% | -38.2% | +35.6% | +19.6% |
| All | +119.9% | +132.8% | -12.9% | +36.2% |
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