-56.7%
DOCS vs TROW
-35.4%
-21.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -4.2% | -1.7% | -2.5% | -2.9% |
| 30D | +8.6% | +6.4% | +2.2% | +3.4% |
| 3M | +27.2% | -1.5% | +28.7% | +28.7% |
| 6M | +26.5% | +8.3% | +18.2% | +17.8% |
| YTD | -25.0% | +12.4% | -37.4% | -33.0% |
| 1Y | -37.0% | +12.4% | -49.4% | -43.8% |
| 3Y | +39.4% | +38.3% | +1.1% | -3.3% |
| 5Y | -56.7% | -35.2% | -21.5% | -35.4% |
| All | -56.7% | -35.4% | -21.3% | -35.4% |
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