+8,026.5%
USB vs TROW
+14,483.9%
-6,457.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.6% |
| 7D | -1.5% | +2.0% | -3.4% | -2.3% |
| 30D | +4.3% | +4.9% | -0.6% | +2.1% |
| 3M | -6.1% | -4.3% | -1.8% | -4.4% |
| 6M | +9.4% | +7.0% | +2.4% | +5.7% |
| YTD | +15.2% | +10.4% | +4.8% | +9.4% |
| 1Y | +32.8% | +11.8% | +21.0% | +25.4% |
| 3Y | +91.3% | +31.5% | +59.8% | +68.4% |
| 5Y | +22.7% | -38.3% | +61.0% | +44.9% |
| 10Y | +97.0% | +148.7% | -51.7% | +31.5% |
| All | +8,026.5% | +14,483.9% | -6,457.4% | +2,664.2% |
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