+1,115.2%
DIA vs TROW
+1,504.5%
-389.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.1% | +0.4% | -0.4% | -0.1% |
| 30D | -2.1% | -4.0% | +2.0% | -0.7% |
| 3M | +4.2% | +5.0% | -0.9% | +2.1% |
| 6M | +11.9% | +24.3% | -12.4% | +3.3% |
| YTD | +10.8% | +9.8% | +1.1% | +6.6% |
| 1Y | +17.5% | +6.4% | +11.1% | +14.1% |
| 3Y | +59.9% | +15.8% | +44.1% | +48.6% |
| 5Y | +64.1% | -37.3% | +101.4% | +83.0% |
| 10Y | +246.2% | +130.6% | +115.6% | +142.8% |
| All | +1,115.2% | +1,504.5% | -389.3% | +310.8% |
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