-38.7%
DOCS vs TROW
-29.9%
-8.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -0.8% | +4.3% | -5.1% | -3.9% |
| 30D | +17.4% | +4.2% | +13.2% | +13.9% |
| 3M | +57.4% | -3.4% | +60.8% | +61.7% |
| 6M | +26.5% | +4.7% | +21.9% | +21.2% |
| YTD | -26.6% | +10.1% | -36.7% | -33.1% |
| 1Y | -48.1% | +11.7% | -59.8% | -53.3% |
| 3Y | +52.6% | +32.5% | +20.1% | +11.9% |
| 5Y | -52.1% | -38.5% | -13.6% | -40.0% |
| All | -38.7% | -29.9% | -8.8% | -19.3% |
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 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