+115.0%
UMC vs TROW
+17.3%
+97.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.0% | -8.0% | -2.1% |
| 7D | -14.7% | +8.2% | -22.9% | -14.6% |
| 30D | -32.9% | +8.3% | -41.2% | -32.8% |
| 3M | -22.2% | -1.6% | -20.6% | -22.1% |
| 6M | +25.9% | +11.9% | +14.0% | +25.8% |
| YTD | +107.9% | +14.3% | +93.6% | +96.7% |
| 1Y | +115.0% | +17.0% | +98.0% | +101.2% |
| All | +115.0% | +17.3% | +97.7% | +101.2% |
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