+45.7%
OWL vs XPO
+357.6%
-312.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -2.4% |
| 7D | -2.2% | +2.4% | -4.7% | -3.1% |
| 30D | +3.7% | -3.5% | +7.2% | +4.9% |
| 3M | +17.5% | -11.9% | +29.5% | +22.3% |
| 6M | +18.5% | -10.0% | +28.5% | +21.3% |
| YTD | -16.3% | +42.1% | -58.4% | -29.1% |
| 1Y | -29.7% | +47.6% | -77.3% | -41.8% |
| 3Y | +14.2% | +153.6% | -139.4% | -27.3% |
| 5Y | +2.5% | +266.5% | -264.0% | -52.8% |
| All | +45.7% | +357.6% | -312.0% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling