+153.0%
DASH vs TROW
+12.4%
+140.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.0% |
| 7D | -10.6% | -1.3% | -9.3% | -9.9% |
| 30D | +2.2% | -4.5% | +6.7% | +4.9% |
| 3M | +32.3% | +3.9% | +28.4% | +29.1% |
| 6M | +19.1% | +22.6% | -3.5% | +5.4% |
| YTD | -6.5% | +10.1% | -16.6% | -12.4% |
| 1Y | -14.9% | +3.6% | -18.5% | -17.5% |
| All | +153.0% | +12.4% | +140.6% | +107.4% |
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