+459.9%
DDOG vs TROW
+24.1%
+435.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | -6.1% | +0.4% | -6.5% | -6.3% |
| 30D | -10.1% | -4.0% | -6.1% | -7.7% |
| 3M | -9.3% | +5.0% | -14.3% | -12.6% |
| 6M | +67.2% | +24.3% | +42.9% | +43.2% |
| YTD | +54.6% | +9.8% | +44.8% | +43.9% |
| 1Y | +54.1% | +6.4% | +47.6% | +45.8% |
| 3Y | +115.3% | +15.8% | +99.5% | +87.5% |
| 5Y | +50.6% | -37.3% | +87.9% | +83.8% |
| All | +459.9% | +24.1% | +435.8% | +337.6% |
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