+11.6%
TROW vs DVA
+89.6%
-78.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | -0.7% | -10.9% | +10.3% | +0.4% |
| 6M | +22.2% | +17.3% | +4.9% | +18.5% |
| YTD | +6.6% | +59.8% | -53.2% | -2.8% |
| 1Y | +5.8% | +36.3% | -30.4% | 0.0% |
| 3Y | +11.6% | +88.6% | -77.0% | -2.1% |
| All | +11.6% | +89.6% | -78.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling