+265.9%
UMC vs TROW
+884.8%
-618.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +11.4% | -3.0% | +14.4% | +13.3% |
| 30D | +16.8% | -5.5% | +22.2% | +20.4% |
| 3M | +19.1% | +2.3% | +16.8% | +16.4% |
| 6M | +137.4% | +23.9% | +113.5% | +107.0% |
| YTD | +186.4% | +7.9% | +178.5% | +167.8% |
| 1Y | +229.1% | +6.1% | +223.0% | +210.2% |
| 3Y | +257.9% | +13.8% | +244.1% | +213.9% |
| 5Y | +137.5% | -38.2% | +175.7% | +190.3% |
| 10Y | +1,808.2% | +131.3% | +1,676.9% | +817.1% |
| All | +265.9% | +884.8% | -618.9% | -58.7% |
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 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