+2,580.5%
UL vs TROW
+14,176.2%
-11,595.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.4% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | -0.6% | -5.3% | +4.7% | +0.4% |
| 3M | +9.4% | +2.9% | +6.5% | +8.8% |
| 6M | -4.1% | +22.2% | -26.3% | -7.8% |
| YTD | -2.0% | +8.1% | -10.1% | -3.7% |
| 1Y | -9.0% | +5.8% | -14.8% | -10.3% |
| 3Y | +21.8% | +14.0% | +7.8% | +16.6% |
| 5Y | +20.6% | -38.3% | +58.9% | +27.3% |
| 10Y | +67.7% | +131.7% | -63.9% | +34.3% |
| All | +2,580.5% | +14,176.2% | -11,595.7% | +1,164.1% |
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 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