-1.8%
DECK vs TROW
+12.4%
-14.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.2% |
| 7D | -2.2% | -1.3% | -0.9% | -1.4% |
| 30D | -13.6% | -4.5% | -9.1% | -11.1% |
| 3M | -21.2% | +3.9% | -25.1% | -23.4% |
| 6M | -21.1% | +22.6% | -43.7% | -30.9% |
| YTD | -17.2% | +10.1% | -27.4% | -22.6% |
| 1Y | -30.7% | +3.6% | -34.3% | -32.9% |
| All | -1.8% | +12.4% | -14.2% | +2.3% |
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