+338.1%
DRI vs TROW
+132.8%
+205.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -4.8% | -3.0% | -1.8% | -3.4% |
| 30D | -5.2% | -5.5% | +0.3% | -2.7% |
| 3M | +2.7% | +2.3% | +0.5% | +1.1% |
| 6M | +3.6% | +23.9% | -20.3% | -7.3% |
| YTD | +15.4% | +7.9% | +7.5% | +9.8% |
| 1Y | +1.3% | +6.1% | -4.9% | -3.2% |
| 3Y | +53.1% | +13.8% | +39.3% | +37.7% |
| 5Y | +64.6% | -38.2% | +102.8% | +99.5% |
| All | +338.1% | +132.8% | +205.3% | +173.8% |
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