+338.5%
COP vs TROW
+130.0%
+208.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | +2.3% | -3.2% | +5.5% | +3.8% |
| 30D | +8.6% | -4.6% | +13.2% | +10.9% |
| 3M | +19.9% | -0.7% | +20.5% | +19.0% |
| 6M | +19.0% | +22.2% | -3.2% | +6.4% |
| YTD | +50.0% | +6.6% | +43.3% | +42.5% |
| 1Y | +50.5% | +5.8% | +44.7% | +43.1% |
| 3Y | +25.2% | +11.6% | +13.6% | +12.8% |
| 5Y | +194.3% | -38.9% | +233.2% | +258.3% |
| All | +338.5% | +130.0% | +208.5% | +174.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling