+96.4%
DOCU vs TROW
+37.3%
+59.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +4.1% | +0.5% | +3.6% | +3.7% |
| 30D | +7.4% | +9.3% | -2.0% | +1.9% |
| 3M | +26.0% | -0.9% | +26.9% | +26.2% |
| 6M | +79.2% | +8.3% | +70.8% | +69.5% |
| YTD | +18.1% | +10.6% | +7.4% | +9.6% |
| 1Y | +20.5% | +10.5% | +10.0% | +11.8% |
| 3Y | +96.4% | +36.5% | +59.9% | +56.2% |
| All | +96.4% | +37.3% | +59.1% | +56.2% |
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