-99.9%
DFNS vs TROW
+2.2%
-102.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.6% |
| 7D | -6.3% | -3.2% | -3.2% | -6.5% |
| 30D | -74.0% | -4.6% | -69.4% | -74.0% |
| 3M | -70.1% | -0.7% | -69.5% | -70.1% |
| 6M | -93.9% | +22.2% | -116.1% | -93.5% |
| YTD | -98.1% | +6.6% | -104.7% | -98.1% |
| 1Y | -98.3% | +5.8% | -104.1% | -98.3% |
| 3Y | -99.9% | +11.6% | -111.5% | -99.9% |
| 5Y | -99.9% | -38.9% | -60.9% | -99.9% |
| All | -99.9% | +2.2% | -102.0% | -99.9% |
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