+653.6%
ADP vs QXO
-5.4%
+659.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -1.0% |
| 7D | -5.7% | -3.9% | -1.8% | -5.7% |
| 30D | -3.1% | -17.4% | +14.3% | -3.0% |
| 3M | +15.6% | -22.5% | +38.1% | +15.7% |
| 6M | +20.8% | -41.4% | +62.2% | +21.0% |
| YTD | +4.7% | -34.1% | +38.9% | +4.8% |
| 1Y | -8.3% | -40.8% | +32.5% | -8.2% |
| 3Y | +13.6% | -43.9% | +57.5% | +12.2% |
| 5Y | +45.0% | -69.6% | +114.6% | +43.3% |
| 10Y | +279.0% | +41.0% | +238.0% | +272.0% |
| All | +653.6% | -5.4% | +659.0% | +641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling