+6.8%
BABA vs QXO
-44.9%
+51.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | -13.8% | +9.0% | -22.8% | -13.9% |
| 30D | -15.1% | +22.0% | -37.1% | -15.4% |
| 3M | -22.7% | -15.4% | -7.4% | -22.6% |
| 6M | -34.7% | -26.0% | -8.7% | -34.5% |
| YTD | -35.0% | -34.7% | -0.3% | -34.7% |
| 1Y | -40.4% | -28.0% | -12.5% | -40.2% |
| 3Y | +21.9% | -47.0% | +69.0% | +16.8% |
| 5Y | -39.9% | -64.2% | +24.3% | -42.6% |
| 10Y | +7.9% | +48.1% | -40.2% | -1.1% |
| All | +6.8% | -44.9% | +51.7% | -3.7% |
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