+31.0%
DIS vs TROW
+120.8%
-89.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.1% |
| 7D | +0.9% | -0.5% | +1.3% | +1.1% |
| 30D | +8.9% | +6.7% | +2.2% | +5.4% |
| 3M | +14.5% | -1.7% | +16.2% | +15.3% |
| 6M | +12.2% | +7.8% | +4.4% | +7.2% |
| YTD | +4.7% | +9.9% | -5.2% | -1.5% |
| 1Y | +2.8% | +8.7% | -5.9% | -2.9% |
| 3Y | +38.1% | +35.2% | +2.9% | +14.6% |
| 5Y | -23.6% | -37.5% | +13.9% | -9.6% |
| All | +31.0% | +120.8% | -89.8% | -1.0% |
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