+193.6%
COP vs TROW
-38.9%
+232.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +1.0% | -3.0% | +4.0% | +1.8% |
| 30D | +9.6% | -5.5% | +15.0% | +11.1% |
| 3M | +15.0% | +2.3% | +12.8% | +13.6% |
| 6M | +21.8% | +23.9% | -2.2% | +13.5% |
| YTD | +49.6% | +7.9% | +41.7% | +44.9% |
| 1Y | +49.9% | +6.1% | +43.7% | +45.6% |
| 3Y | +22.6% | +13.8% | +8.8% | +14.6% |
| 5Y | +193.6% | -38.2% | +231.8% | +235.5% |
| All | +193.6% | -38.9% | +232.5% | +235.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling