+49.0%
ADP vs QXO
-70.1%
+119.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -3.4% | -7.8% | +4.4% | -3.3% |
| 30D | -0.4% | -18.1% | +17.7% | -0.3% |
| 3M | +19.7% | -25.8% | +45.5% | +19.9% |
| 6M | +27.9% | -41.7% | +69.7% | +28.3% |
| YTD | +5.9% | -36.2% | +42.1% | +6.1% |
| 1Y | -7.5% | -42.1% | +34.6% | -7.3% |
| 3Y | +15.4% | -46.2% | +61.5% | +12.5% |
| All | +49.0% | -70.1% | +119.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling