+116.8%
TROW vs URA
+266.3%
-149.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | +0.5% | -1.5% | +2.0% | +0.9% |
| 30D | +9.3% | -10.4% | +19.8% | +12.6% |
| 3M | -0.9% | -29.6% | +28.7% | +9.0% |
| 6M | +8.3% | -40.3% | +48.6% | +24.1% |
| YTD | +10.6% | -25.5% | +36.1% | +16.3% |
| 1Y | +10.5% | -26.4% | +37.0% | +16.2% |
| 3Y | +36.5% | +31.4% | +5.1% | +11.8% |
| 5Y | -37.1% | +28.6% | -65.6% | -50.3% |
| All | +116.8% | +266.3% | -149.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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