+61.7%
DDOG vs TROW
-38.9%
+100.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | +3.2% | -3.0% | +6.2% | +5.6% |
| 30D | -10.2% | -5.5% | -4.7% | -6.3% |
| 3M | -2.6% | +2.3% | -4.9% | -5.2% |
| 6M | +80.1% | +23.9% | +56.2% | +49.0% |
| YTD | +63.0% | +7.9% | +55.1% | +50.8% |
| 1Y | +59.4% | +6.1% | +53.2% | +48.7% |
| 3Y | +127.0% | +13.8% | +113.2% | +90.7% |
| 5Y | +61.7% | -38.2% | +99.9% | +137.3% |
| All | +61.7% | -38.9% | +100.5% | +137.3% |
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