-42.2%
DIS vs TROW
-38.1%
-4.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -3.5% | -1.5% | -2.0% | -2.8% |
| 30D | +1.0% | -5.3% | +6.3% | +3.7% |
| 3M | +5.7% | +2.9% | +2.7% | +3.6% |
| 6M | +3.3% | +22.2% | -18.9% | -7.2% |
| YTD | -7.7% | +8.1% | -15.8% | -12.3% |
| 1Y | -10.0% | +5.8% | -15.8% | -13.7% |
| 3Y | +31.7% | +14.0% | +17.7% | +18.5% |
| 5Y | -42.2% | -38.3% | -3.9% | -33.7% |
| All | -42.2% | -38.1% | -4.1% | -33.7% |
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