+213.1%
TROW vs URA
-31.1%
+244.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | -4.5% | +7.4% | -11.9% | -7.0% |
| 3M | +3.9% | -8.4% | +12.3% | +5.8% |
| 6M | +22.6% | -12.7% | +35.3% | +25.5% |
| YTD | +10.1% | +7.8% | +2.3% | +4.0% |
| 1Y | +3.6% | +19.5% | -15.9% | -7.2% |
| 3Y | +12.4% | +116.4% | -104.0% | -22.5% |
| 5Y | -37.5% | +134.3% | -171.8% | -60.2% |
| 10Y | +130.0% | +359.3% | -229.3% | +4.1% |
| All | +213.1% | -31.1% | +244.2% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling