+128.2%
UAL vs TROW
+14.8%
+113.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.5% |
| 7D | +3.5% | +0.4% | +3.0% | +3.0% |
| 30D | -16.5% | -4.0% | -12.4% | -13.1% |
| 3M | +2.8% | +5.0% | -2.2% | -3.2% |
| 6M | +17.6% | +24.3% | -6.8% | -6.9% |
| YTD | -3.2% | +9.8% | -13.0% | -13.6% |
| 1Y | +0.4% | +6.4% | -6.0% | -7.3% |
| 3Y | +128.2% | +15.8% | +112.4% | +83.7% |
| All | +128.2% | +14.8% | +113.4% | +83.7% |
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