+69.1%
OTIS vs TROW
+29.6%
+39.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | -3.0% | -3.2% | +0.2% | -1.9% |
| 30D | -6.0% | -4.6% | -1.4% | -4.5% |
| 3M | -0.9% | -0.7% | -0.2% | -1.0% |
| 6M | -17.3% | +22.2% | -39.5% | -23.4% |
| YTD | -19.6% | +6.6% | -26.2% | -22.1% |
| 1Y | -21.0% | +5.8% | -26.9% | -23.5% |
| 3Y | -12.1% | +11.6% | -23.7% | -18.1% |
| 5Y | -17.1% | -38.9% | +21.8% | -5.6% |
| All | +69.1% | +29.6% | +39.5% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling