+3.6%
TROW vs UEC
-1.0%
+4.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.3% | -6.9% | +5.6% | -0.7% |
| 30D | -4.5% | +7.6% | -12.2% | -5.3% |
| 3M | +3.9% | -18.4% | +22.3% | +5.0% |
| 6M | +22.6% | -23.3% | +45.8% | +23.6% |
| YTD | +10.1% | -1.2% | +11.3% | +9.7% |
| 1Y | +3.6% | +2.3% | +1.3% | +3.0% |
| All | +3.6% | -1.0% | +4.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling