+147.9%
URI vs TROW
+37.2%
+110.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -6.0% | +4.4% | -10.4% | -8.7% |
| 30D | +4.6% | +5.5% | -0.9% | +0.9% |
| 3M | -2.7% | -1.3% | -1.4% | -2.1% |
| 6M | +18.4% | +7.9% | +10.5% | +10.3% |
| YTD | +37.4% | +12.6% | +24.7% | +22.4% |
| 1Y | +30.4% | +13.3% | +17.0% | +15.4% |
| 3Y | +147.9% | +38.6% | +109.3% | +84.0% |
| All | +147.9% | +37.2% | +110.7% | +84.0% |
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