+13,866.7%
TROW vs COO
+4,616.8%
+9,249.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.2% | -22.5% | +19.4% | -0.2% |
| 30D | -4.6% | -29.7% | +25.1% | -0.4% |
| 3M | -0.7% | -20.1% | +19.5% | +2.0% |
| 6M | +22.2% | -26.9% | +49.1% | +26.7% |
| YTD | +6.6% | -34.2% | +40.9% | +12.1% |
| 1Y | +5.8% | -21.3% | +27.1% | +8.6% |
| 3Y | +11.6% | -38.7% | +50.3% | +17.5% |
| 5Y | -38.9% | -52.2% | +13.3% | -33.6% |
| 10Y | +128.5% | +16.8% | +111.7% | +125.6% |
| All | +13,866.7% | +4,616.8% | +9,249.9% | +9,857.3% |
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