-99.9%
DFNS vs TROW
+12.9%
-112.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.8% |
| 7D | +4.6% | -1.5% | +6.1% | +4.4% |
| 30D | -73.9% | -5.3% | -68.6% | -74.1% |
| 3M | -71.7% | +2.9% | -74.7% | -71.0% |
| 6M | -94.6% | +22.2% | -116.8% | -93.7% |
| YTD | -98.1% | +8.1% | -106.2% | -98.1% |
| 1Y | -98.3% | +5.8% | -104.1% | -98.4% |
| All | -99.9% | +12.9% | -112.7% | -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 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