+556.0%
DG vs TROW
+276.4%
+279.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | +1.0% | -4.0% | +5.0% | +2.1% |
| 3M | +20.3% | +5.0% | +15.3% | +18.5% |
| 6M | -11.7% | +24.3% | -36.1% | -17.0% |
| YTD | -2.3% | +9.8% | -12.1% | -5.3% |
| 1Y | +20.0% | +6.4% | +13.6% | +17.3% |
| 3Y | +7.2% | +15.8% | -8.6% | +0.9% |
| 5Y | -37.9% | -37.3% | -0.7% | -32.7% |
| 10Y | +107.3% | +130.6% | -23.3% | +49.0% |
| All | +556.0% | +276.4% | +279.6% | +305.9% |
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