+280.3%
UAL vs TROW
+456.3%
-176.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +12.5% | +4.4% | +8.1% | +9.0% |
| 30D | +12.2% | +5.5% | +6.7% | +8.0% |
| 3M | -2.6% | -1.3% | -1.3% | -1.4% |
| 6M | +21.1% | +7.9% | +13.2% | +13.9% |
| YTD | +7.8% | +12.6% | -4.8% | -1.9% |
| 1Y | +25.4% | +13.3% | +12.1% | +13.6% |
| 3Y | +217.3% | +38.6% | +178.8% | +150.6% |
| 5Y | +132.9% | -34.7% | +167.6% | +211.4% |
| 10Y | +101.1% | +129.9% | -28.8% | -2.4% |
| All | +280.3% | +456.3% | -176.0% | -16.6% |
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