+1,278.0%
AAPL vs QXO
+34.5%
+1,243.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +3.8% | -7.8% | +11.6% | +3.9% |
| 30D | +9.9% | -18.1% | +28.0% | +10.2% |
| 3M | +12.5% | -25.8% | +38.2% | +12.8% |
| 6M | +27.6% | -41.7% | +69.3% | +28.3% |
| YTD | +22.6% | -36.2% | +58.7% | +23.0% |
| 1Y | +45.0% | -42.1% | +87.1% | +45.6% |
| 3Y | +87.8% | -46.2% | +133.9% | +79.8% |
| 5Y | +128.7% | -70.7% | +199.4% | +119.5% |
| All | +1,278.0% | +34.5% | +1,243.5% | +1,173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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