+16.4%
JD vs TROW
+132.8%
-116.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.6% | -3.0% | +0.4% | -1.1% |
| 30D | -15.4% | -5.5% | -9.9% | -12.9% |
| 3M | -5.0% | +2.3% | -7.3% | -6.8% |
| 6M | +0.9% | +23.9% | -23.0% | -10.5% |
| YTD | -2.5% | +7.9% | -10.4% | -7.4% |
| 1Y | -16.0% | +6.1% | -22.1% | -19.7% |
| 3Y | -8.5% | +13.8% | -22.4% | -17.5% |
| 5Y | -61.8% | -38.2% | -23.6% | -54.3% |
| All | +16.4% | +132.8% | -116.4% | -16.7% |
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 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