+4,518.6%
COP vs TROW
+14,398.8%
-9,880.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +15.6% | -4.0% | +19.6% | +16.8% |
| 3M | +14.3% | +5.0% | +9.3% | +12.3% |
| 6M | +17.0% | +24.3% | -7.3% | +9.4% |
| YTD | +47.4% | +9.8% | +37.7% | +42.3% |
| 1Y | +52.4% | +6.4% | +46.0% | +48.2% |
| 3Y | +20.8% | +15.8% | +5.0% | +13.7% |
| 5Y | +191.7% | -37.3% | +229.0% | +215.1% |
| 10Y | +325.1% | +130.6% | +194.4% | +234.2% |
| All | +4,518.6% | +14,398.8% | -9,880.1% | +2,092.2% |
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