+1,842.6%
UMC vs TROW
+130.0%
+1,712.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.8% |
| 7D | +9.0% | -3.2% | +12.2% | +10.4% |
| 30D | +17.2% | -4.6% | +21.8% | +19.4% |
| 3M | +11.4% | -0.7% | +12.1% | +10.8% |
| 6M | +137.5% | +22.2% | +115.3% | +116.0% |
| YTD | +193.1% | +6.6% | +186.5% | +180.4% |
| 1Y | +240.3% | +5.8% | +234.5% | +226.4% |
| 3Y | +262.2% | +11.6% | +250.6% | +232.4% |
| 5Y | +143.1% | -38.9% | +182.1% | +174.1% |
| All | +1,842.6% | +130.0% | +1,712.5% | +1,536.2% |
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 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