+27.5%
BABA vs QXO
-42.0%
+69.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.2% | +2.9% | -3.0% | -0.2% |
| 30D | -12.3% | -18.0% | +5.7% | -12.0% |
| 3M | -5.3% | -14.7% | +9.4% | -5.1% |
| 6M | -13.1% | -39.2% | +26.1% | -12.5% |
| YTD | -22.4% | -31.3% | +8.9% | -22.1% |
| 1Y | -19.5% | -39.7% | +20.2% | -19.0% |
| 3Y | +32.9% | -41.5% | +74.5% | +27.2% |
| 5Y | -29.9% | -67.0% | +37.1% | -32.9% |
| 10Y | +16.7% | +44.7% | -28.0% | +7.1% |
| All | +27.5% | -42.0% | +69.5% | +15.0% |
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 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