-66.5%
U vs TROW
-39.3%
-27.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +6.0% |
| 7D | +5.5% | -3.2% | +8.7% | +10.0% |
| 30D | -1.3% | -4.6% | +3.3% | +4.8% |
| 3M | +64.6% | -0.7% | +65.2% | +63.5% |
| 6M | +119.4% | +22.2% | +97.2% | +63.8% |
| YTD | -0.5% | +6.6% | -7.1% | -10.1% |
| 1Y | +1.3% | +5.8% | -4.5% | -7.9% |
| 3Y | +15.6% | +11.6% | +4.0% | -5.8% |
| All | -66.5% | -39.3% | -27.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling