+741.1%
DECK vs TROW
+130.7%
+610.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.1% |
| 7D | -2.2% | -1.3% | -0.9% | -1.5% |
| 30D | -13.6% | -4.5% | -9.1% | -11.4% |
| 3M | -21.2% | +3.9% | -25.1% | -23.1% |
| 6M | -21.1% | +22.6% | -43.7% | -29.7% |
| YTD | -17.2% | +10.1% | -27.4% | -21.9% |
| 1Y | -30.7% | +3.6% | -34.3% | -32.5% |
| 3Y | -3.4% | +12.4% | -15.8% | -11.0% |
| 5Y | +25.5% | -37.5% | +63.0% | +52.4% |
| All | +741.1% | +130.7% | +610.4% | +458.2% |
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