+60.1%
DOCN vs TROW
-37.5%
+97.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.8% |
| 7D | +1.1% | -1.3% | +2.4% | +2.5% |
| 30D | -9.6% | -4.5% | -5.1% | -5.5% |
| 3M | -37.7% | +3.9% | -41.6% | -41.4% |
| 6M | +115.2% | +22.6% | +92.6% | +70.1% |
| YTD | +133.7% | +10.1% | +123.6% | +106.0% |
| 1Y | +250.2% | +3.6% | +246.6% | +228.2% |
| 3Y | +320.3% | +12.4% | +307.9% | +254.0% |
| All | +60.1% | -37.5% | +97.5% | +216.3% |
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