-10.4%
DOW vs TROW
+43.5%
-53.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | -2.9% | +0.4% | -3.3% | -3.2% |
| 30D | +2.0% | -4.0% | +6.0% | +4.4% |
| 3M | -12.5% | +5.0% | -17.5% | -16.3% |
| 6M | -9.2% | +24.3% | -33.5% | -22.5% |
| YTD | +30.8% | +9.8% | +21.0% | +20.2% |
| 1Y | +29.4% | +6.4% | +23.0% | +21.2% |
| 3Y | -34.6% | +15.8% | -50.4% | -43.1% |
| 5Y | -35.9% | -37.3% | +1.3% | -17.5% |
| All | -10.4% | +43.5% | -53.9% | -41.2% |
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 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