+116.4%
DOCN vs TROW
+17.3%
+99.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.0% | -13.1% | -10.7% |
| 7D | -20.0% | +8.2% | -28.3% | -24.2% |
| 30D | -38.8% | +8.3% | -47.1% | -41.9% |
| 3M | -34.8% | -1.6% | -33.2% | -34.1% |
| 6M | -22.8% | +11.9% | -34.7% | -31.1% |
| YTD | +74.6% | +14.3% | +60.3% | +50.8% |
| 1Y | +116.4% | +17.0% | +99.4% | +81.8% |
| All | +116.4% | +17.3% | +99.1% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling