+7.1%
USAR vs TROW
+4.9%
+2.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -1.4% |
| 7D | -11.6% | -3.2% | -8.5% | -7.6% |
| 30D | -15.5% | -4.6% | -10.9% | -9.9% |
| 3M | -31.0% | -0.7% | -30.4% | -34.4% |
| 6M | -26.2% | +22.2% | -48.4% | -49.2% |
| YTD | +30.8% | +6.6% | +24.1% | +5.9% |
| 1Y | +7.1% | +5.8% | +1.3% | -11.3% |
| All | +7.1% | +4.9% | +2.2% | -11.3% |
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