+14,278.0%
TROW vs DD
+959.7%
+13,318.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | -4.0% | -7.4% | +3.4% | -0.3% |
| 3M | +5.0% | -6.4% | +11.4% | +8.3% |
| 6M | +24.3% | -2.5% | +26.8% | +24.6% |
| YTD | +9.8% | +10.2% | -0.5% | +2.6% |
| 1Y | +6.4% | +36.9% | -30.5% | -11.5% |
| 3Y | +15.8% | +47.0% | -31.2% | -9.3% |
| 5Y | -37.3% | +63.1% | -100.4% | -53.6% |
| 10Y | +130.6% | +68.2% | +62.5% | +55.8% |
| All | +14,278.0% | +959.7% | +13,318.2% | +3,557.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling