+1,186.2%
URI vs TROW
+132.8%
+1,053.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.7% |
| 7D | -0.5% | -3.0% | +2.5% | +1.8% |
| 30D | -13.4% | -5.5% | -7.9% | -9.7% |
| 3M | -6.2% | +2.3% | -8.5% | -9.0% |
| 6M | +28.0% | +23.9% | +4.1% | +6.6% |
| YTD | +23.0% | +7.9% | +15.1% | +13.0% |
| 1Y | +5.5% | +6.1% | -0.6% | -2.0% |
| 3Y | +119.2% | +13.8% | +105.4% | +90.9% |
| 5Y | +201.0% | -38.2% | +239.2% | +315.9% |
| All | +1,186.2% | +132.8% | +1,053.4% | +454.5% |
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