+64.4%
UL vs TROW
+130.0%
-65.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -3.4% | -3.2% | -0.2% | -2.7% |
| 30D | +0.5% | -4.6% | +5.1% | +1.5% |
| 3M | +7.2% | -0.7% | +7.9% | +7.4% |
| 6M | -3.1% | +22.2% | -25.3% | -7.1% |
| YTD | -2.7% | +6.6% | -9.3% | -4.3% |
| 1Y | -10.2% | +5.8% | -16.1% | -11.7% |
| 3Y | +20.3% | +11.6% | +8.6% | +14.9% |
| 5Y | +19.9% | -38.9% | +58.9% | +30.5% |
| All | +64.4% | +130.0% | -65.7% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling