-35.6%
DOCN vs TROW
-38.9%
+3.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | -19.2% | +4.3% | -23.5% | -23.0% |
| 30D | -43.1% | +4.2% | -47.2% | -45.5% |
| 3M | -40.7% | -3.4% | -37.3% | -38.9% |
| 6M | -55.0% | +4.7% | -59.6% | -58.1% |
| YTD | +50.6% | +10.1% | +40.5% | +32.1% |
| 1Y | +54.0% | +11.7% | +42.2% | +32.3% |
| 3Y | +203.9% | +32.5% | +171.4% | +109.5% |
| All | -35.6% | -38.9% | +3.3% | +74.2% |
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