-37.5%
U vs TROW
+10.8%
-48.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +3.0% |
| 7D | +4.5% | +0.4% | +4.1% | +4.0% |
| 30D | -0.6% | -4.0% | +3.5% | +4.2% |
| 3M | +48.4% | +5.0% | +43.4% | +38.4% |
| 6M | +115.4% | +24.3% | +91.0% | +62.8% |
| YTD | -3.2% | +9.8% | -13.0% | -14.3% |
| 1Y | -6.0% | +6.4% | -12.5% | -13.8% |
| 3Y | +13.5% | +15.8% | -2.3% | -7.8% |
| 5Y | -68.0% | -37.3% | -30.7% | -57.3% |
| All | -37.5% | +10.8% | -48.3% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling