+124.8%
TROW vs DAR
+366.1%
-241.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.6% | +2.6% | -7.3% | -5.7% |
| 3M | -0.7% | +14.2% | -14.9% | -5.5% |
| 6M | +22.2% | +17.2% | +5.0% | +14.7% |
| YTD | +6.6% | +80.9% | -74.2% | -13.3% |
| 1Y | +5.8% | +104.0% | -98.2% | -18.1% |
| 3Y | +11.6% | +3.6% | +8.0% | +4.3% |
| 5Y | -38.9% | -7.8% | -31.1% | -42.5% |
| All | +124.8% | +366.1% | -241.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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