+87.5%
U vs TROW
+37.3%
+50.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +4.6% |
| 7D | +2.6% | +0.5% | +2.1% | +2.0% |
| 30D | +27.6% | +9.3% | +18.2% | +15.5% |
| 3M | +15.3% | -0.9% | +16.2% | +15.5% |
| 6M | +96.4% | +8.3% | +88.0% | +77.3% |
| YTD | +19.6% | +10.6% | +8.9% | +5.8% |
| 1Y | +42.1% | +10.5% | +31.6% | +25.2% |
| 3Y | +87.5% | +36.5% | +51.0% | +22.1% |
| All | +87.5% | +37.3% | +50.2% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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