+3,609.2%
DLR vs TROW
+648.8%
+2,960.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.6% |
| 7D | +2.9% | -1.5% | +4.4% | +3.7% |
| 30D | -1.2% | -5.3% | +4.1% | +1.5% |
| 3M | +2.9% | +2.9% | 0.0% | +0.9% |
| 6M | +6.7% | +22.2% | -15.5% | -4.2% |
| YTD | +23.9% | +8.1% | +15.8% | +17.5% |
| 1Y | +18.6% | +5.8% | +12.8% | +13.5% |
| 3Y | +59.7% | +14.0% | +45.7% | +42.7% |
| 5Y | +42.1% | -38.3% | +80.3% | +68.3% |
| 10Y | +176.7% | +131.7% | +45.0% | +45.1% |
| All | +3,609.2% | +648.8% | +2,960.4% | +824.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling