+17.0%
TROW vs DOC
+21.8%
-4.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.8% | +5.5% |
| 7D | +8.2% | +8.7% | -0.5% | +6.9% |
| 30D | +8.3% | +7.6% | +0.7% | +7.1% |
| 3M | -1.6% | -5.3% | +3.7% | -1.0% |
| 6M | +11.9% | +27.6% | -15.7% | +9.7% |
| YTD | +14.3% | +32.4% | -18.1% | +11.3% |
| 1Y | +17.0% | +22.9% | -5.9% | +14.7% |
| All | +17.0% | +21.8% | -4.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling