+1,151.9%
URI vs TROW
+120.8%
+1,031.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.6% |
| 7D | +9.3% | -0.5% | +9.8% | +9.8% |
| 30D | +7.6% | +6.7% | +0.9% | +2.2% |
| 3M | +1.0% | -1.7% | +2.7% | +1.8% |
| 6M | +19.8% | +7.8% | +12.0% | +11.2% |
| YTD | +41.9% | +9.9% | +31.9% | +28.2% |
| 1Y | +33.4% | +8.7% | +24.7% | +21.4% |
| 3Y | +156.0% | +35.2% | +120.8% | +95.1% |
| 5Y | +209.5% | -37.5% | +247.0% | +321.2% |
| All | +1,151.9% | +120.8% | +1,031.0% | +623.2% |
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