+176.5%
DLR vs TROW
+130.0%
+46.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +0.1% | -3.2% | +3.3% | +1.4% |
| 30D | -4.3% | -4.6% | +0.3% | -2.5% |
| 3M | +3.8% | -0.7% | +4.5% | +3.7% |
| 6M | +5.8% | +22.2% | -16.4% | -2.6% |
| YTD | +23.5% | +6.6% | +16.9% | +19.3% |
| 1Y | +11.1% | +5.8% | +5.3% | +7.4% |
| 3Y | +57.9% | +11.6% | +46.3% | +46.2% |
| 5Y | +44.0% | -38.9% | +82.9% | +62.1% |
| All | +176.5% | +130.0% | +46.4% | +122.6% |
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