+30.9%
OWL vs TROW
-10.1%
+41.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.1% |
| 7D | -10.1% | -3.2% | -6.9% | -7.9% |
| 30D | -11.9% | -4.6% | -7.3% | -8.6% |
| 3M | +10.7% | -0.7% | +11.4% | +10.8% |
| 6M | +22.1% | +22.2% | -0.1% | +4.4% |
| YTD | -24.8% | +6.6% | -31.4% | -28.5% |
| 1Y | -39.2% | +5.8% | -45.0% | -41.6% |
| 3Y | +1.7% | +11.6% | -9.9% | -7.2% |
| 5Y | -15.5% | -38.9% | +23.4% | -4.9% |
| All | +30.9% | -10.1% | +41.0% | +32.2% |
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