-5.2%
DASH vs TROW
-7.9%
+2.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.1% |
| 7D | +0.4% | +4.3% | -4.0% | -2.6% |
| 30D | -6.0% | +4.2% | -10.2% | -8.8% |
| 3M | -15.8% | -3.4% | -12.4% | -13.1% |
| 6M | +7.0% | +4.7% | +2.3% | +2.8% |
| YTD | -20.7% | +10.1% | -30.8% | -27.2% |
| 1Y | -8.5% | +11.7% | -20.3% | -17.4% |
| 3Y | +101.8% | +32.5% | +69.3% | +46.5% |
| 5Y | -9.6% | -38.5% | +28.9% | +14.4% |
| All | -5.2% | -7.9% | +2.7% | -11.7% |
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