+14.4%
BABA vs QXO
+34.3%
-19.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -2.9% | -8.7% | +5.8% | -2.7% |
| 30D | -15.1% | -21.0% | +5.9% | -14.7% |
| 3M | -5.0% | -18.4% | +13.3% | -4.8% |
| 6M | -19.9% | -43.0% | +23.1% | -19.2% |
| YTD | -25.3% | -36.3% | +11.0% | -24.8% |
| 1Y | -23.9% | -42.8% | +18.9% | -23.3% |
| 3Y | +28.1% | -45.8% | +73.9% | +21.8% |
| 5Y | -31.4% | -70.8% | +39.4% | -34.7% |
| All | +14.4% | +34.3% | -19.8% | +5.1% |
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