-34.4%
DOW vs TROW
+12.7%
-47.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.4% | -3.0% | +0.6% | -0.9% |
| 30D | -4.1% | -5.5% | +1.4% | -1.4% |
| 3M | -12.4% | +2.3% | -14.7% | -15.0% |
| 6M | -10.6% | +23.9% | -34.5% | -23.4% |
| YTD | +31.1% | +7.9% | +23.2% | +22.1% |
| 1Y | +30.5% | +6.1% | +24.4% | +22.7% |
| All | -34.4% | +12.7% | -47.0% | -43.7% |
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