+25.3%
DG vs TROW
+0.2%
+25.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +8.4% | -1.3% | +9.7% | +8.7% |
| 30D | +4.9% | -4.5% | +9.5% | +6.1% |
| 3M | +29.3% | +3.9% | +25.5% | +27.2% |
| 6M | -11.3% | +22.6% | -33.8% | -17.6% |
| YTD | +1.8% | +10.1% | -8.4% | -2.7% |
| 1Y | +25.3% | +3.6% | +21.7% | +22.6% |
| All | +25.3% | +0.2% | +25.1% | +22.6% |
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