+125.0%
URI vs TROW
+14.8%
+110.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | -12.5% | -4.0% | -8.5% | -10.1% |
| 3M | -6.2% | +5.0% | -11.2% | -10.8% |
| 6M | +25.9% | +24.3% | +1.6% | +5.2% |
| YTD | +26.2% | +9.8% | +16.4% | +14.7% |
| 1Y | +5.5% | +6.4% | -1.0% | -2.0% |
| 3Y | +125.0% | +15.8% | +109.2% | +89.4% |
| All | +125.0% | +14.8% | +110.2% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling