-54.2%
DOCS vs TROW
-38.9%
-15.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -0.8% | +4.3% | -5.1% | -4.0% |
| 30D | +17.4% | +4.2% | +13.2% | +13.7% |
| 3M | +57.4% | -3.4% | +60.8% | +61.9% |
| 6M | +26.5% | +4.7% | +21.9% | +21.0% |
| YTD | -26.6% | +10.1% | -36.7% | -33.4% |
| 1Y | -48.1% | +11.7% | -59.8% | -53.5% |
| 3Y | +52.6% | +32.5% | +20.1% | +9.7% |
| All | -54.2% | -38.9% | -15.3% | -26.0% |
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