-38.2%
TROW vs UEC
+273.6%
-311.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.5% |
| 7D | -3.0% | -4.3% | +1.3% | -2.5% |
| 30D | -5.5% | -3.8% | -1.6% | -5.3% |
| 3M | +2.3% | +17.0% | -14.7% | -0.6% |
| 6M | +23.9% | -23.9% | +47.8% | +26.0% |
| YTD | +7.9% | -5.7% | +13.5% | +5.7% |
| 1Y | +6.1% | -12.5% | +18.7% | +3.5% |
| 3Y | +13.8% | +136.5% | -122.7% | -10.6% |
| 5Y | -38.2% | +243.3% | -281.5% | -56.3% |
| All | -38.2% | +273.6% | -311.8% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling