+136.1%
C vs QXO
-70.4%
+206.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.6% |
| 7D | +0.3% | -8.7% | +9.0% | +0.4% |
| 30D | +2.0% | -21.0% | +23.0% | +2.3% |
| 3M | +4.4% | -18.4% | +22.8% | +4.6% |
| 6M | +28.3% | -43.0% | +71.4% | +29.2% |
| YTD | +20.5% | -36.3% | +56.8% | +21.0% |
| 1Y | +45.5% | -42.8% | +88.3% | +46.3% |
| 3Y | +274.0% | -45.8% | +319.8% | +264.4% |
| 5Y | +136.1% | -70.8% | +206.9% | +130.7% |
| All | +136.1% | -70.4% | +206.5% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling