-39.0%
TROW vs DD
+56.1%
-95.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.2% | -3.5% | +0.3% | -1.3% |
| 30D | -4.6% | -11.7% | +7.0% | +1.9% |
| 3M | -0.7% | -9.2% | +8.6% | +4.5% |
| 6M | +22.2% | -7.2% | +29.4% | +25.7% |
| YTD | +6.6% | +6.6% | 0.0% | +0.1% |
| 1Y | +5.8% | +32.0% | -26.2% | -13.3% |
| 3Y | +11.6% | +42.1% | -30.5% | -16.0% |
| All | -39.0% | +56.1% | -95.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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