+104.2%
USB vs TROW
+34.1%
+70.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | +0.8% | +4.7% | -3.9% | -2.1% |
| 30D | +6.8% | +5.4% | +1.4% | +3.3% |
| 3M | -3.8% | -1.6% | -2.2% | -3.1% |
| 6M | +11.7% | +7.8% | +3.9% | +5.4% |
| YTD | +17.5% | +12.6% | +4.9% | +6.8% |
| 1Y | +33.8% | +13.6% | +20.1% | +20.6% |
| 3Y | +104.2% | +36.6% | +67.7% | +51.4% |
| All | +104.2% | +34.1% | +70.1% | +51.4% |
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