+124.8%
TROW vs UEC
+885.8%
-761.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.5% |
| 7D | -3.2% | -9.4% | +6.3% | -1.9% |
| 30D | -4.6% | -8.0% | +3.4% | -3.9% |
| 3M | -0.7% | -1.7% | +1.0% | -1.1% |
| 6M | +22.2% | -26.1% | +48.4% | +24.7% |
| YTD | +6.6% | -10.5% | +17.2% | +5.2% |
| 1Y | +5.8% | -13.3% | +19.1% | +3.4% |
| 3Y | +11.6% | +116.4% | -104.7% | -9.3% |
| 5Y | -38.9% | +225.5% | -264.5% | -56.3% |
| All | +124.8% | +885.8% | -761.0% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling