-98.3%
DFNS vs TROW
+0.2%
-98.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +3.8% |
| 7D | -16.0% | -1.3% | -14.7% | -11.5% |
| 30D | -77.7% | -4.5% | -73.2% | -74.4% |
| 3M | -77.2% | +3.9% | -81.0% | -68.5% |
| 6M | -95.2% | +22.6% | -117.8% | -95.1% |
| YTD | -98.0% | +10.1% | -108.1% | -97.4% |
| 1Y | -98.3% | +3.6% | -101.9% | -97.8% |
| All | -98.3% | +0.2% | -98.5% | -97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling