+127.5%
TROW vs COO
+17.5%
+109.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.7% | +14.5% | +6.9% |
| 7D | -3.0% | -23.3% | +20.3% | +9.3% |
| 30D | -5.5% | -29.5% | +24.0% | +11.0% |
| 3M | +2.3% | -20.0% | +22.2% | +12.3% |
| 6M | +23.9% | -27.2% | +51.1% | +41.9% |
| YTD | +7.9% | -33.9% | +41.8% | +29.7% |
| 1Y | +6.1% | -19.9% | +26.1% | +14.7% |
| 3Y | +13.8% | -38.1% | +51.9% | +34.1% |
| 5Y | -38.2% | -52.0% | +13.8% | -18.2% |
| All | +127.5% | +17.5% | +109.9% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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