+247.6%
DIA vs TROW
+130.0%
+117.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.5% |
| 7D | -1.6% | -3.2% | +1.6% | -0.2% |
| 30D | -2.0% | -4.6% | +2.6% | -0.1% |
| 3M | +3.6% | -0.7% | +4.3% | +3.5% |
| 6M | +11.5% | +22.2% | -10.7% | +1.7% |
| YTD | +10.4% | +6.6% | +3.7% | +6.4% |
| 1Y | +15.6% | +5.8% | +9.7% | +11.5% |
| 3Y | +58.9% | +11.6% | +47.3% | +46.5% |
| 5Y | +65.3% | -38.9% | +104.3% | +95.6% |
| All | +247.6% | +130.0% | +117.6% | +137.5% |
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