-99.9%
DFNS vs TROW
+5.2%
-105.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | -73.2% | -4.0% | -69.2% | -73.3% |
| 3M | -72.4% | +5.0% | -77.5% | -72.1% |
| 6M | -95.2% | +24.3% | -119.5% | -94.9% |
| YTD | -98.0% | +9.8% | -107.8% | -98.0% |
| 1Y | -98.3% | +6.4% | -104.7% | -98.3% |
| 3Y | -99.9% | +15.8% | -115.7% | -99.9% |
| 5Y | -99.9% | -37.3% | -62.6% | -99.9% |
| All | -99.9% | +5.2% | -105.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling