-10.1%
OTIS vs TROW
+17.3%
-27.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.0% | -2.1% | +2.9% |
| 7D | +9.5% | +8.2% | +1.3% | +8.2% |
| 30D | +21.1% | +8.3% | +12.8% | +19.6% |
| 3M | +9.0% | -1.6% | +10.6% | +9.1% |
| 6M | +6.4% | +11.9% | -5.5% | +4.5% |
| YTD | -7.1% | +14.3% | -21.5% | -10.2% |
| 1Y | -10.1% | +17.0% | -27.1% | -13.9% |
| All | -10.1% | +17.3% | -27.4% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling