-34.4%
QXO vs OWL
+24.2%
-58.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | -7.8% | -10.1% | +2.3% | -5.5% |
| 30D | -18.1% | -11.9% | -6.2% | -15.7% |
| 3M | -25.8% | +10.7% | -36.5% | -27.3% |
| 6M | -41.7% | +22.1% | -63.8% | -44.3% |
| YTD | -36.2% | -24.8% | -11.4% | -32.9% |
| 1Y | -42.1% | -39.2% | -2.9% | -36.7% |
| 3Y | -46.2% | +1.7% | -47.9% | -45.8% |
| 5Y | -70.7% | -15.5% | -55.2% | -70.1% |
| All | -34.4% | +24.2% | -58.6% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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