-53.9%
DOCS vs TROW
-30.1%
-23.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.1% |
| 7D | -7.3% | +0.4% | -7.7% | -7.6% |
| 30D | -10.9% | -4.0% | -6.8% | -7.9% |
| 3M | +20.3% | +5.0% | +15.3% | +15.2% |
| 6M | -3.6% | +24.3% | -27.9% | -19.3% |
| YTD | -44.9% | +9.8% | -54.6% | -49.6% |
| 1Y | -64.9% | +6.4% | -71.3% | -67.1% |
| 3Y | +7.6% | +15.8% | -8.2% | -10.9% |
| 5Y | -74.0% | -37.3% | -36.7% | -67.0% |
| All | -53.9% | -30.1% | -23.8% | -39.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling