+292.4%
C vs QXO
+34.5%
+257.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +0.8% | -7.8% | +8.6% | +1.0% |
| 30D | +0.9% | -18.1% | +19.0% | +1.3% |
| 3M | +1.1% | -25.8% | +26.8% | +1.6% |
| 6M | +28.4% | -41.7% | +70.1% | +29.5% |
| YTD | +20.8% | -36.2% | +56.9% | +21.6% |
| 1Y | +43.4% | -42.1% | +85.5% | +44.6% |
| 3Y | +274.9% | -46.2% | +321.0% | +255.7% |
| 5Y | +136.7% | -70.7% | +207.4% | +125.3% |
| All | +292.4% | +34.5% | +257.9% | +247.5% |
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