+52.6%
DOCS vs TROW
+31.0%
+21.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.8% | +4.3% | -5.1% | -2.9% |
| 30D | +17.4% | +4.2% | +13.2% | +15.0% |
| 3M | +57.4% | -3.4% | +60.8% | +60.3% |
| 6M | +26.5% | +4.7% | +21.9% | +23.1% |
| YTD | -26.6% | +10.1% | -36.7% | -30.8% |
| 1Y | -48.1% | +11.7% | -59.8% | -51.5% |
| 3Y | +52.6% | +32.5% | +20.1% | +19.6% |
| All | +52.6% | +31.0% | +21.6% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling