-7.0%
DASH vs TROW
-38.9%
+31.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.1% |
| 7D | +0.4% | +4.3% | -4.0% | -2.8% |
| 30D | -6.0% | +4.2% | -10.2% | -8.9% |
| 3M | -15.8% | -3.4% | -12.4% | -13.0% |
| 6M | +7.0% | +4.7% | +2.3% | +2.5% |
| YTD | -20.7% | +10.1% | -30.8% | -27.7% |
| 1Y | -8.5% | +11.7% | -20.3% | -18.1% |
| 3Y | +101.8% | +32.5% | +69.3% | +41.2% |
| All | -7.0% | -38.9% | +31.9% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling