+12.9%
TROW vs UEC
+134.5%
-121.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.3% |
| 7D | -3.0% | -4.3% | +1.3% | -2.6% |
| 30D | -5.5% | -3.8% | -1.6% | -5.3% |
| 3M | +2.3% | +17.0% | -14.7% | +0.3% |
| 6M | +23.9% | -23.9% | +47.8% | +25.4% |
| YTD | +7.9% | -5.7% | +13.5% | +6.7% |
| 1Y | +6.1% | -12.5% | +18.7% | +4.7% |
| All | +12.9% | +134.5% | -121.5% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling