+60.7%
COP vs TROW
+17.3%
+43.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.1% | -4.0% |
| 7D | -8.1% | +8.2% | -16.4% | -6.8% |
| 30D | +6.7% | +8.3% | -1.7% | +8.3% |
| 3M | +16.9% | -1.6% | +18.5% | +17.3% |
| 6M | +11.2% | +11.9% | -0.7% | +11.6% |
| YTD | +49.5% | +14.3% | +35.2% | +51.0% |
| 1Y | +60.7% | +17.0% | +43.7% | +61.3% |
| All | +60.7% | +17.3% | +43.4% | +61.3% |
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