+14,391.6%
TROW vs COO
+5,381.5%
+9,010.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +9.3% | +14.2% | -4.8% | +7.5% |
| 3M | -0.9% | -18.2% | +17.3% | +1.4% |
| 6M | +8.3% | +5.3% | +3.0% | +7.2% |
| YTD | +10.6% | -23.6% | +34.2% | +14.0% |
| 1Y | +10.5% | -12.7% | +23.2% | +12.0% |
| 3Y | +36.5% | -24.2% | +60.7% | +39.9% |
| 5Y | -37.1% | -40.0% | +2.9% | -33.5% |
| 10Y | +125.2% | +41.6% | +83.6% | +117.2% |
| All | +14,391.6% | +5,381.5% | +9,010.1% | +10,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling