-4.5%
DASH vs TROW
-5.8%
+1.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -1.1% |
| 7D | -4.8% | +4.7% | -9.5% | -8.0% |
| 30D | -7.9% | +5.4% | -13.3% | -11.4% |
| 3M | -16.3% | -1.6% | -14.7% | -15.0% |
| 6M | +10.4% | +7.8% | +2.6% | +3.7% |
| YTD | -20.1% | +12.6% | -32.7% | -28.0% |
| 1Y | -11.4% | +13.6% | -25.1% | -21.1% |
| 3Y | +114.1% | +36.6% | +77.5% | +51.4% |
| 5Y | -5.8% | -36.7% | +31.0% | +16.8% |
| All | -4.5% | -5.8% | +1.3% | -12.6% |
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