+63.8%
DOCU vs TROW
+34.6%
+29.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.5% | -4.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | +8.0% | -4.0% | +12.0% | +11.2% |
| 3M | +41.0% | +5.0% | +36.0% | +35.4% |
| 6M | +33.7% | +24.3% | +9.3% | +13.2% |
| YTD | -4.9% | +9.8% | -14.6% | -12.2% |
| 1Y | -20.4% | +6.4% | -26.8% | -24.8% |
| 3Y | +29.6% | +15.8% | +13.8% | +11.2% |
| 5Y | -76.9% | -37.3% | -39.6% | -70.8% |
| All | +63.8% | +34.6% | +29.2% | +47.4% |
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 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