+42.2%
TROW vs DBX
+19.3%
+23.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.3% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -5.3% | 0.0% | -5.3% | -5.5% |
| 3M | +2.9% | +26.1% | -23.2% | -4.9% |
| 6M | +22.2% | +29.4% | -7.2% | +10.8% |
| YTD | +8.1% | +24.4% | -16.3% | -0.8% |
| 1Y | +5.8% | +10.9% | -5.1% | +0.5% |
| 3Y | +14.0% | +24.1% | -10.0% | +1.1% |
| 5Y | -38.3% | +7.8% | -46.0% | -44.6% |
| All | +42.2% | +19.3% | +23.0% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling