+877.2%
DECK vs TROW
+144.1%
+733.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +5.8% | +4.3% | +1.4% | +3.4% |
| 30D | +7.9% | +4.2% | +3.7% | +5.4% |
| 3M | -11.4% | -3.4% | -8.0% | -9.8% |
| 6M | -16.6% | +4.7% | -21.2% | -19.0% |
| YTD | -16.4% | +10.1% | -26.5% | -21.1% |
| 1Y | +8.6% | +11.7% | -3.1% | +1.6% |
| 3Y | -15.1% | +32.5% | -47.6% | -28.0% |
| 5Y | +22.9% | -38.5% | +61.4% | +50.4% |
| All | +877.2% | +144.1% | +733.1% | +560.2% |
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