+144.1%
UMC vs TROW
-39.3%
+183.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.9% |
| 7D | +9.0% | -3.2% | +12.2% | +10.7% |
| 30D | +17.2% | -4.6% | +21.8% | +19.8% |
| 3M | +11.4% | -0.7% | +12.1% | +10.6% |
| 6M | +137.5% | +22.2% | +115.3% | +111.9% |
| YTD | +193.1% | +6.6% | +186.5% | +177.5% |
| 1Y | +240.3% | +5.8% | +234.5% | +223.1% |
| 3Y | +262.2% | +11.6% | +250.6% | +223.1% |
| All | +144.1% | -39.3% | +183.5% | +184.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling