-9.3%
UL vs TROW
+0.2%
-9.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +0.5% | -4.5% | +5.0% | +1.2% |
| 3M | +17.6% | +3.9% | +13.7% | +18.2% |
| 6M | -5.4% | +22.6% | -27.9% | -5.6% |
| YTD | +0.7% | +10.1% | -9.4% | +0.4% |
| 1Y | -9.3% | +3.6% | -12.8% | -9.3% |
| All | -9.3% | +0.2% | -9.5% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling