+11.7%
DASH vs TROW
-7.9%
+19.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -3.8% |
| 7D | -10.6% | -1.3% | -9.3% | -9.6% |
| 30D | +2.2% | -4.5% | +6.7% | +5.9% |
| 3M | +32.3% | +3.9% | +28.4% | +27.7% |
| 6M | +19.1% | +22.6% | -3.5% | +0.3% |
| YTD | -6.5% | +10.1% | -16.6% | -14.6% |
| 1Y | -14.9% | +3.6% | -18.5% | -18.5% |
| 3Y | +151.9% | +12.4% | +139.5% | +113.4% |
| 5Y | +9.4% | -37.5% | +46.9% | +37.1% |
| All | +11.7% | -7.9% | +19.6% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling