+53,005.7%
DHR vs TROW
+14,151.0%
+38,854.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -5.0% | -3.0% | -2.0% | -4.1% |
| 30D | -3.3% | -5.5% | +2.1% | -1.7% |
| 3M | +9.4% | +2.3% | +7.2% | +8.4% |
| 6M | +3.2% | +23.9% | -20.8% | -3.5% |
| YTD | -12.0% | +7.9% | -19.9% | -14.4% |
| 1Y | +4.9% | +6.1% | -1.2% | +2.3% |
| 3Y | -7.4% | +13.8% | -21.2% | -12.1% |
| 5Y | -29.8% | -38.2% | +8.4% | -22.0% |
| 10Y | +209.1% | +131.3% | +77.8% | +130.2% |
| All | +53,005.7% | +14,151.0% | +38,854.7% | +15,536.1% |
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