+13,866.7%
TROW vs DTE
+3,398.4%
+10,468.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.4% |
| 7D | -3.2% | -2.6% | -0.6% | -1.8% |
| 30D | -4.6% | -4.4% | -0.2% | -2.2% |
| 3M | -0.7% | -8.3% | +7.7% | +4.0% |
| 6M | +22.2% | -8.1% | +30.3% | +27.2% |
| YTD | +6.6% | +4.4% | +2.2% | +2.9% |
| 1Y | +5.8% | +0.2% | +5.7% | +4.4% |
| 3Y | +11.6% | +42.6% | -31.0% | -11.7% |
| 5Y | -38.9% | +31.5% | -70.4% | -49.8% |
| 10Y | +128.5% | +138.2% | -9.7% | +25.4% |
| All | +13,866.7% | +3,398.4% | +10,468.3% | +2,348.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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