+188.2%
ASML vs QXO
-40.8%
+229.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.7% | +2.9% |
| 7D | +6.0% | +2.9% | +3.1% | +5.9% |
| 30D | +1.4% | -18.0% | +19.4% | +1.7% |
| 3M | +1.0% | -14.7% | +15.8% | +1.3% |
| 6M | +37.0% | -39.2% | +76.2% | +37.8% |
| YTD | +65.8% | -31.3% | +97.1% | +66.5% |
| 1Y | +123.1% | -39.7% | +162.8% | +124.3% |
| 3Y | +188.2% | -41.5% | +229.7% | +183.0% |
| All | +188.2% | -40.8% | +229.0% | +183.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling