+319.0%
TROW vs UEC
+78.8%
+240.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.4% | -0.7% |
| 7D | +0.4% | +2.6% | -2.2% | +0.1% |
| 30D | -4.0% | +5.6% | -9.6% | -4.9% |
| 3M | +5.0% | -5.7% | +10.7% | +4.8% |
| 6M | +24.3% | -8.0% | +32.4% | +23.4% |
| YTD | +9.8% | +1.8% | +8.0% | +7.1% |
| 1Y | +6.4% | +0.6% | +5.9% | +2.9% |
| 3Y | +15.8% | +155.2% | -139.4% | -3.4% |
| 5Y | -37.3% | +305.8% | -343.1% | -53.0% |
| 10Y | +130.6% | +943.0% | -812.4% | +37.5% |
| All | +319.0% | +78.8% | +240.3% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling