-7.2%
JD vs TROW
+12.9%
-20.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -1.8% |
| 7D | -3.0% | -1.5% | -1.5% | -2.3% |
| 30D | -19.3% | -5.3% | -14.0% | -17.4% |
| 3M | -6.0% | +2.9% | -9.0% | -8.1% |
| 6M | +1.8% | +22.2% | -20.4% | -8.6% |
| YTD | -2.6% | +8.1% | -10.7% | -7.4% |
| 1Y | -17.4% | +5.8% | -23.3% | -20.8% |
| All | -7.2% | +12.9% | -20.1% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling