+110.9%
DT vs TROW
+28.7%
+82.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | +2.7% | -4.0% | +6.7% | +5.2% |
| 3M | +20.0% | +5.0% | +15.0% | +16.1% |
| 6M | +28.0% | +24.3% | +3.7% | +11.9% |
| YTD | +16.0% | +9.8% | +6.3% | +8.7% |
| 1Y | +0.7% | +6.4% | -5.7% | -4.2% |
| 3Y | +6.2% | +15.8% | -9.6% | -6.9% |
| 5Y | -28.1% | -37.3% | +9.1% | -11.7% |
| All | +110.9% | +28.7% | +82.2% | +70.1% |
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