+114.1%
DT vs TROW
+25.0%
+89.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | -1.6% | -3.2% | +1.6% | +0.2% |
| 30D | +3.0% | -4.6% | +7.7% | +5.9% |
| 3M | +26.5% | -0.7% | +27.2% | +26.4% |
| 6M | +35.9% | +22.2% | +13.7% | +20.0% |
| YTD | +17.8% | +6.6% | +11.2% | +12.2% |
| 1Y | +4.1% | +5.8% | -1.8% | -0.8% |
| 3Y | +5.3% | +11.6% | -6.3% | -5.7% |
| 5Y | -27.2% | -38.9% | +11.8% | -9.1% |
| All | +114.1% | +25.0% | +89.1% | +75.6% |
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