+221.2%
UPS vs TROW
+1,142.2%
-921.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -2.3% | -4.0% | +1.7% | -0.9% |
| 3M | -5.2% | +5.0% | -10.2% | -7.0% |
| 6M | +1.4% | +24.3% | -22.9% | -6.2% |
| YTD | +6.1% | +9.8% | -3.7% | +2.1% |
| 1Y | +27.0% | +6.4% | +20.5% | +23.3% |
| 3Y | -25.9% | +15.8% | -41.7% | -30.8% |
| 5Y | -34.6% | -37.3% | +2.7% | -26.5% |
| 10Y | +36.2% | +130.6% | -94.5% | -1.4% |
| All | +221.2% | +1,142.2% | -921.0% | +31.4% |
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