+251.3%
UAL vs TROW
+443.9%
-192.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.3% |
| 7D | +0.7% | -1.3% | +2.0% | +1.7% |
| 30D | -16.1% | -4.5% | -11.6% | -13.1% |
| 3M | +6.1% | +3.9% | +2.3% | +2.6% |
| 6M | +10.8% | +22.6% | -11.7% | -5.6% |
| YTD | -0.4% | +10.1% | -10.5% | -8.0% |
| 1Y | +5.0% | +3.6% | +1.4% | +1.8% |
| 3Y | +124.0% | +12.4% | +111.6% | +106.6% |
| 5Y | +141.0% | -37.5% | +178.5% | +229.9% |
| 10Y | +118.0% | +130.0% | -11.9% | +5.1% |
| All | +251.3% | +443.9% | -192.5% | -21.8% |
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