-39.0%
TROW vs COPX
+163.4%
-202.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.2% | -2.3% | -0.8% | -2.6% |
| 30D | -4.6% | +0.3% | -4.9% | -5.0% |
| 3M | -0.7% | +6.8% | -7.5% | -3.7% |
| 6M | +22.2% | +7.9% | +14.3% | +16.0% |
| YTD | +6.6% | +23.7% | -17.1% | -5.7% |
| 1Y | +5.8% | +71.5% | -65.7% | -18.9% |
| 3Y | +11.6% | +149.1% | -137.5% | -30.9% |
| All | -39.0% | +163.4% | -202.3% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling