+145.6%
TROW vs DOC
+15.7%
+129.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +4.3% | +6.5% | -2.1% | +1.6% |
| 30D | +4.2% | +9.2% | -5.0% | +0.2% |
| 3M | -3.4% | -2.5% | -0.9% | -2.6% |
| 6M | +4.7% | +7.1% | -2.4% | +1.1% |
| YTD | +10.1% | +33.0% | -22.9% | -4.7% |
| 1Y | +11.7% | +23.3% | -11.6% | -0.1% |
| 3Y | +32.5% | +44.9% | -12.4% | +8.0% |
| 5Y | -38.5% | -21.6% | -16.9% | -34.5% |
| All | +145.6% | +15.7% | +129.9% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling