+14,325.3%
TROW vs DOC
+2,974.4%
+11,350.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | 0.0% |
| 7D | -1.3% | -1.5% | +0.2% | -0.5% |
| 30D | -4.5% | -4.8% | +0.2% | -2.1% |
| 3M | +3.9% | +6.9% | -3.0% | 0.0% |
| 6M | +22.6% | +20.7% | +1.8% | +9.0% |
| YTD | +10.1% | +34.1% | -24.0% | -7.8% |
| 1Y | +3.6% | +22.6% | -19.1% | -9.5% |
| 3Y | +12.4% | +20.8% | -8.4% | -3.1% |
| 5Y | -37.5% | -24.9% | -12.6% | -30.6% |
| 10Y | +130.0% | -1.8% | +131.8% | +98.9% |
| All | +14,325.3% | +2,974.4% | +11,350.9% | +2,891.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling