+87.1%
DOCN vs TROW
-15.8%
+102.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -12.1% | +4.4% | -16.5% | -16.0% |
| 30D | -41.0% | +5.5% | -46.5% | -44.1% |
| 3M | -38.7% | -1.3% | -37.4% | -38.1% |
| 6M | -51.5% | +7.9% | -59.4% | -56.1% |
| YTD | +65.3% | +12.6% | +52.6% | +43.2% |
| 1Y | +53.9% | +13.3% | +40.6% | +32.0% |
| 3Y | +215.6% | +38.6% | +177.0% | +116.0% |
| 5Y | -26.2% | -34.7% | +8.6% | +5.6% |
| All | +87.1% | -15.8% | +102.9% | +181.9% |
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