-14.1%
DECK vs TROW
+31.4%
-45.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +0.7% |
| 7D | +6.0% | +2.0% | +4.1% | +4.7% |
| 30D | +7.4% | +4.9% | +2.5% | +4.0% |
| 3M | -11.7% | -4.3% | -7.4% | -9.2% |
| 6M | -11.0% | +7.0% | -17.9% | -15.5% |
| YTD | -15.4% | +10.4% | -25.8% | -21.7% |
| 1Y | +7.2% | +11.8% | -4.5% | -1.7% |
| All | -14.1% | +31.4% | -45.5% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling