+5.8%
DASH vs TROW
-8.2%
+13.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.1% |
| 7D | -11.2% | +0.4% | -11.6% | -11.5% |
| 30D | -7.3% | -4.0% | -3.3% | -4.2% |
| 3M | +31.4% | +5.0% | +26.4% | +25.7% |
| 6M | +11.9% | +24.3% | -12.4% | -6.9% |
| YTD | -11.5% | +9.8% | -21.3% | -18.9% |
| 1Y | -20.0% | +6.4% | -26.5% | -25.1% |
| 3Y | +143.9% | +15.8% | +128.1% | +100.9% |
| 5Y | -0.2% | -37.3% | +37.0% | +25.0% |
| All | +5.8% | -8.2% | +13.9% | -1.5% |
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