+91.1%
DASH vs TROW
+37.3%
+53.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -4.5% | +0.5% | -5.0% | -4.8% |
| 30D | -6.8% | +9.3% | -16.1% | -11.0% |
| 3M | -20.7% | -0.9% | -19.8% | -20.1% |
| 6M | +15.1% | +8.3% | +6.7% | +10.4% |
| YTD | -24.3% | +10.6% | -34.9% | -28.7% |
| 1Y | -12.1% | +10.5% | -22.7% | -17.3% |
| 3Y | +91.1% | +36.5% | +54.5% | +53.3% |
| All | +91.1% | +37.3% | +53.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling