+128.1%
DAL vs TROW
+153.2%
-25.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.1% | +3.8% |
| 7D | +10.0% | +4.7% | +5.4% | +6.9% |
| 30D | +12.0% | +5.4% | +6.7% | +8.4% |
| 3M | +0.8% | -1.6% | +2.4% | +1.9% |
| 6M | +26.2% | +7.8% | +18.4% | +19.5% |
| YTD | +33.7% | +12.6% | +21.1% | +22.6% |
| 1Y | +57.6% | +13.6% | +44.0% | +43.7% |
| 3Y | +183.5% | +36.6% | +146.9% | +129.0% |
| 5Y | +114.2% | -36.7% | +150.9% | +174.0% |
| 10Y | +128.1% | +136.3% | -8.2% | +28.6% |
| All | +128.1% | +153.2% | -25.1% | +28.6% |
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