+41.5%
DLR vs TROW
-38.9%
+80.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.3% | -3.0% | +1.7% | 0.0% |
| 30D | -2.9% | -5.5% | +2.6% | -0.6% |
| 3M | +3.2% | +2.3% | +1.0% | +1.9% |
| 6M | +3.9% | +23.9% | -20.0% | -5.6% |
| YTD | +21.4% | +7.9% | +13.5% | +16.4% |
| 1Y | +9.7% | +6.1% | +3.6% | +5.7% |
| 3Y | +56.5% | +13.8% | +42.7% | +42.1% |
| 5Y | +41.5% | -38.2% | +79.7% | +45.2% |
| All | +41.5% | -38.9% | +80.4% | +45.2% |
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