-37.1%
DOW vs TROW
-39.3%
+2.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -1.4% | -3.2% | +1.8% | 0.0% |
| 30D | -3.9% | -4.6% | +0.7% | -2.0% |
| 3M | -12.7% | -0.7% | -12.0% | -13.4% |
| 6M | -13.7% | +22.2% | -35.9% | -22.9% |
| YTD | +28.4% | +6.6% | +21.8% | +22.2% |
| 1Y | +21.8% | +5.8% | +15.9% | +16.3% |
| 3Y | -35.7% | +11.6% | -47.3% | -41.2% |
| All | -37.1% | -39.3% | +2.2% | -29.7% |
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 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