+63.8%
DIA vs TROW
-38.9%
+102.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -3.0% | -3.0% | 0.0% | -2.0% |
| 30D | -3.0% | -5.5% | +2.5% | -1.1% |
| 3M | +4.5% | +2.3% | +2.2% | +3.3% |
| 6M | +9.8% | +23.9% | -14.1% | +1.4% |
| YTD | +9.3% | +7.9% | +1.4% | +5.7% |
| 1Y | +16.0% | +6.1% | +9.8% | +12.6% |
| 3Y | +57.7% | +13.8% | +43.9% | +46.8% |
| 5Y | +63.8% | -38.2% | +102.0% | +81.9% |
| All | +63.8% | -38.9% | +102.6% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling