+36.5%
TROW vs COO
-24.0%
+60.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +9.3% | +14.2% | -4.8% | +5.4% |
| 3M | -0.9% | -18.2% | +17.3% | +4.6% |
| 6M | +8.3% | +5.3% | +3.0% | +5.3% |
| YTD | +10.6% | -23.6% | +34.2% | +19.4% |
| 1Y | +10.5% | -12.7% | +23.2% | +14.1% |
| 3Y | +36.5% | -24.2% | +60.7% | +33.1% |
| All | +36.5% | -24.0% | +60.6% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling