+130.0%
UAL vs TROW
-38.1%
+168.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.2% |
| 7D | -1.1% | -1.5% | +0.4% | 0.0% |
| 30D | -13.4% | -5.3% | -8.1% | -9.8% |
| 3M | -2.3% | +2.9% | -5.2% | -5.0% |
| 6M | +13.3% | +22.2% | -8.9% | -3.6% |
| YTD | -4.2% | +8.1% | -12.3% | -10.6% |
| 1Y | +1.4% | +5.8% | -4.4% | -3.6% |
| 3Y | +125.8% | +14.0% | +111.8% | +102.9% |
| 5Y | +130.0% | -38.3% | +168.2% | +191.4% |
| All | +130.0% | -38.1% | +168.1% | +191.4% |
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