+12.9%
TROW vs DBX
+25.2%
-12.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -3.0% | -1.8% | -1.2% | -2.6% |
| 30D | -5.5% | +2.8% | -8.3% | -6.2% |
| 3M | +2.3% | +26.8% | -24.5% | -3.7% |
| 6M | +23.9% | +32.8% | -8.8% | +14.5% |
| YTD | +7.9% | +26.1% | -18.2% | +1.1% |
| 1Y | +6.1% | +14.1% | -8.0% | +1.8% |
| All | +12.9% | +25.2% | -12.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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