-38.0%
DOCS vs TROW
-28.3%
-9.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | -0.6% |
| 7D | 0.0% | +4.7% | -4.7% | -3.4% |
| 30D | +7.8% | +5.4% | +2.4% | +3.6% |
| 3M | +20.0% | -1.6% | +21.6% | +21.5% |
| 6M | +26.5% | +7.8% | +18.7% | +18.6% |
| YTD | -25.8% | +12.6% | -38.3% | -33.5% |
| 1Y | -39.5% | +13.6% | -53.1% | -46.2% |
| 3Y | +60.3% | +36.6% | +23.8% | +14.7% |
| 5Y | -57.0% | -36.7% | -20.3% | -47.2% |
| All | -38.0% | -28.3% | -9.6% | -19.8% |
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