+75.4%
USAR vs TROW
+8.8%
+66.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | -8.6% | -4.0% | -4.6% | -7.0% |
| 3M | -20.5% | +5.0% | -25.5% | -22.5% |
| 6M | +1.2% | +24.3% | -23.1% | -7.0% |
| YTD | +48.4% | +9.8% | +38.6% | +41.8% |
| 1Y | +30.6% | +6.4% | +24.2% | +25.4% |
| 3Y | +73.6% | +15.8% | +57.8% | +71.1% |
| All | +75.4% | +8.8% | +66.6% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling