+37.2%
DIS vs TROW
+37.3%
-0.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.3% |
| 7D | +1.9% | +0.5% | +1.4% | +1.7% |
| 30D | +9.2% | +9.3% | -0.2% | +4.8% |
| 3M | +13.5% | -0.9% | +14.4% | +13.8% |
| 6M | +14.3% | +8.3% | +5.9% | +9.1% |
| YTD | +5.4% | +10.6% | -5.3% | -1.1% |
| 1Y | +12.2% | +10.5% | +1.6% | +5.1% |
| 3Y | +37.2% | +36.5% | +0.7% | +15.4% |
| All | +37.2% | +37.3% | -0.1% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling