+3,699.5%
TROW vs DVA
+5,118.1%
-1,418.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -5.5% | +1.7% | -7.1% | -5.8% |
| 3M | +2.3% | -8.7% | +10.9% | +3.6% |
| 6M | +23.9% | +19.7% | +4.3% | +17.9% |
| YTD | +7.9% | +59.6% | -51.7% | -4.5% |
| 1Y | +6.1% | +37.1% | -31.0% | -3.1% |
| 3Y | +13.8% | +89.8% | -76.0% | -4.7% |
| 5Y | -38.2% | +47.4% | -85.6% | -46.8% |
| 10Y | +131.3% | +184.9% | -53.6% | +70.4% |
| All | +3,699.5% | +5,118.1% | -1,418.7% | +1,933.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling