-34.5%
QXO vs OWL
+22.7%
-57.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.4% |
| 7D | -8.7% | -11.9% | +3.2% | -6.0% |
| 30D | -21.0% | -13.7% | -7.2% | -18.2% |
| 3M | -18.4% | +12.3% | -30.6% | -20.3% |
| 6M | -43.0% | +15.0% | -58.0% | -44.9% |
| YTD | -36.3% | -25.7% | -10.6% | -32.8% |
| 1Y | -42.8% | -39.5% | -3.3% | -37.4% |
| 3Y | -45.8% | +0.9% | -46.7% | -45.3% |
| 5Y | -70.8% | -16.5% | -54.2% | -70.1% |
| All | -34.5% | +22.7% | -57.2% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling