-50.3%
DOCS vs TROW
-29.9%
-20.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.0% |
| 7D | -1.4% | -1.3% | -0.1% | -0.4% |
| 30D | +21.8% | -4.5% | +26.3% | +26.4% |
| 3M | +27.3% | +3.9% | +23.4% | +22.9% |
| 6M | -0.3% | +22.6% | -22.9% | -15.6% |
| YTD | -40.5% | +10.1% | -50.6% | -45.7% |
| 1Y | -61.5% | +3.6% | -65.1% | -63.2% |
| 3Y | +8.2% | +12.4% | -4.2% | -7.9% |
| 5Y | -73.4% | -37.5% | -35.9% | -66.4% |
| All | -50.3% | -29.9% | -20.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling