+839.4%
DECK vs TROW
+136.0%
+703.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.8% | +4.4% | +2.4% | +4.3% |
| 30D | +8.3% | +5.5% | +2.9% | +5.2% |
| 3M | -7.9% | -1.3% | -6.5% | -7.3% |
| 6M | -10.6% | +7.9% | -18.5% | -14.5% |
| YTD | -13.4% | +12.6% | -26.0% | -19.3% |
| 1Y | +12.5% | +13.3% | -0.9% | +4.4% |
| 3Y | -14.9% | +38.6% | -53.4% | -29.5% |
| 5Y | +27.5% | -34.7% | +62.2% | +51.3% |
| 10Y | +839.4% | +129.9% | +709.4% | +573.4% |
| All | +839.4% | +136.0% | +703.4% | +573.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling