+69.6%
OTIS vs TROW
+31.3%
+38.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.6% |
| 7D | -2.2% | -1.5% | -0.7% | -1.6% |
| 30D | -4.3% | -5.3% | +1.0% | -2.5% |
| 3M | -2.2% | +2.9% | -5.1% | -3.5% |
| 6M | -19.9% | +22.2% | -42.1% | -25.7% |
| YTD | -19.3% | +8.1% | -27.4% | -22.2% |
| 1Y | -19.6% | +5.8% | -25.4% | -22.0% |
| 3Y | -11.5% | +14.0% | -25.6% | -18.2% |
| 5Y | -16.8% | -38.3% | +21.5% | -5.6% |
| All | +69.6% | +31.3% | +38.2% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling