+22.7%
DIS vs TROW
+132.8%
-110.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -1.3% | -3.0% | +1.8% | +0.2% |
| 30D | +2.2% | -5.5% | +7.7% | +5.1% |
| 3M | +8.1% | +2.3% | +5.9% | +6.4% |
| 6M | +5.2% | +23.9% | -18.7% | -6.0% |
| YTD | -6.3% | +7.9% | -14.2% | -10.8% |
| 1Y | -7.3% | +6.1% | -13.4% | -11.2% |
| 3Y | +33.8% | +13.8% | +20.0% | +21.2% |
| 5Y | -40.7% | -38.2% | -2.5% | -29.7% |
| All | +22.7% | +132.8% | -110.1% | -8.0% |
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