-49.8%
USAR vs TROW
+17.3%
-67.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.0% | -11.8% | -12.7% |
| 7D | -21.8% | +8.2% | -30.0% | -29.4% |
| 30D | -39.9% | +8.3% | -48.2% | -45.7% |
| 3M | -52.5% | -1.6% | -51.0% | -51.6% |
| 6M | -67.9% | +11.9% | -79.8% | -74.3% |
| YTD | -31.1% | +14.3% | -45.4% | -50.5% |
| 1Y | -49.8% | +17.0% | -66.8% | -64.6% |
| All | -49.8% | +17.3% | -67.1% | -64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling