+98.2%
DG vs TROW
+130.0%
-31.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -6.5% | -3.2% | -3.3% | -5.7% |
| 30D | +4.2% | -4.6% | +8.8% | +5.4% |
| 3M | +9.5% | -0.7% | +10.2% | +9.4% |
| 6M | -13.1% | +22.2% | -35.3% | -18.0% |
| YTD | -4.8% | +6.6% | -11.5% | -7.1% |
| 1Y | +20.6% | +5.8% | +14.8% | +18.0% |
| 3Y | +4.9% | +11.6% | -6.7% | -0.4% |
| 5Y | -37.9% | -38.9% | +1.1% | -31.3% |
| All | +98.2% | +130.0% | -31.9% | +30.3% |
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