-63.0%
JD vs TROW
-35.4%
-27.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.4% | -1.7% | +2.1% | +1.2% |
| 30D | +4.2% | +6.4% | -2.2% | +0.5% |
| 3M | -12.8% | -1.5% | -11.3% | -12.4% |
| 6M | -8.8% | +8.3% | -17.0% | -13.7% |
| YTD | +0.5% | +12.4% | -11.9% | -7.4% |
| 1Y | -8.8% | +12.4% | -21.1% | -16.0% |
| 3Y | +18.6% | +38.3% | -19.7% | -6.0% |
| All | -63.0% | -35.4% | -27.6% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling