+220.6%
TROW vs COPX
+179.8%
+40.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +2.7% |
| 7D | -3.0% | -2.9% | -0.1% | -2.0% |
| 30D | -5.5% | 0.0% | -5.5% | -5.8% |
| 3M | +2.3% | +14.8% | -12.5% | -4.7% |
| 6M | +23.9% | +7.0% | +16.9% | +16.6% |
| YTD | +7.9% | +23.8% | -16.0% | -6.2% |
| 1Y | +6.1% | +75.7% | -69.6% | -21.7% |
| 3Y | +13.8% | +156.4% | -142.6% | -32.0% |
| 5Y | -38.2% | +167.6% | -205.8% | -64.9% |
| 10Y | +131.3% | +569.1% | -437.9% | -21.5% |
| All | +220.6% | +179.8% | +40.8% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling