+34.6%
OWL vs TROW
-8.8%
+43.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.0% |
| 7D | -6.4% | -1.5% | -4.9% | -5.2% |
| 30D | -5.0% | -5.3% | +0.3% | -0.9% |
| 3M | +15.4% | +2.9% | +12.5% | +12.4% |
| 6M | +15.5% | +22.2% | -6.7% | -1.2% |
| YTD | -22.7% | +8.1% | -30.8% | -27.2% |
| 1Y | -34.1% | +5.8% | -39.9% | -36.7% |
| 3Y | +5.1% | +14.0% | -8.9% | -5.7% |
| 5Y | -11.5% | -38.3% | +26.8% | -1.4% |
| All | +34.6% | -8.8% | +43.5% | +34.6% |
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