-100.0%
DFNS vs TROW
+6.0%
-106.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.5% |
| 7D | -6.0% | +0.5% | -6.4% | -5.9% |
| 30D | -71.2% | +9.3% | -80.5% | -71.0% |
| 3M | -94.5% | -0.9% | -93.6% | -94.5% |
| 6M | -96.5% | +8.3% | -104.9% | -96.5% |
| YTD | -99.6% | +10.6% | -110.3% | -99.6% |
| 1Y | -99.7% | +10.5% | -110.2% | -99.7% |
| 3Y | -100.0% | +36.5% | -136.5% | -100.0% |
| 5Y | -100.0% | -37.1% | -62.9% | -100.0% |
| All | -100.0% | +6.0% | -106.0% | -100.0% |
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