+126.4%
DAL vs TROW
+129.7%
-3.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | -13.6% | -4.0% | -9.5% | -11.2% |
| 3M | +1.2% | +5.0% | -3.8% | -2.6% |
| 6M | +34.5% | +24.3% | +10.2% | +15.6% |
| YTD | +14.7% | +9.8% | +4.9% | +6.8% |
| 1Y | +29.2% | +6.4% | +22.8% | +23.1% |
| 3Y | +100.0% | +15.8% | +84.2% | +79.2% |
| 5Y | +106.3% | -37.3% | +143.6% | +163.4% |
| 10Y | +126.4% | +130.6% | -4.2% | +36.3% |
| All | +126.4% | +129.7% | -3.3% | +36.3% |
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