+100.0%
UAL vs TROW
+132.8%
-32.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.0% | -3.0% | +1.0% | +0.2% |
| 30D | -15.7% | -5.5% | -10.2% | -12.1% |
| 3M | +3.6% | +2.3% | +1.3% | +1.4% |
| 6M | +16.9% | +23.9% | -7.0% | -0.9% |
| YTD | -4.8% | +7.9% | -12.7% | -10.6% |
| 1Y | -0.9% | +6.1% | -7.1% | -5.6% |
| 3Y | +124.5% | +13.8% | +110.7% | +104.8% |
| 5Y | +140.2% | -38.2% | +178.4% | +223.8% |
| All | +100.0% | +132.8% | -32.8% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling