-14.5%
OWL vs XPO
+133.2%
-147.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | +1.5% | +9.0% | -7.4% | -1.2% |
| 30D | +13.4% | +4.2% | +9.3% | +11.9% |
| 3M | -21.2% | -8.7% | -12.6% | -19.1% |
| 6M | +4.0% | -2.8% | +6.8% | +4.1% |
| YTD | -29.0% | +41.9% | -70.9% | -39.3% |
| 1Y | -28.4% | +42.3% | -70.7% | -38.9% |
| 3Y | -14.5% | +127.3% | -141.8% | -36.0% |
| All | -14.5% | +133.2% | -147.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 3y: compounded portfolio wealth divided by compounded XPO 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…
3y analysis · Full analysis span regression · 6 months rolling