+59.3%
USAR vs TROW
+6.9%
+52.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -9.3% | -3.0% | -6.3% | -8.1% |
| 30D | -15.2% | -5.5% | -9.7% | -13.1% |
| 3M | -21.1% | +2.3% | -23.4% | -22.2% |
| 6M | -21.6% | +23.9% | -45.5% | -27.7% |
| YTD | +34.8% | +7.9% | +26.9% | +29.8% |
| 1Y | +15.6% | +6.1% | +9.5% | +11.8% |
| 3Y | +57.7% | +13.8% | +43.9% | +56.6% |
| All | +59.3% | +6.9% | +52.4% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling