+129.3%
DAL vs QXO
+34.3%
+95.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | -0.6% | -8.7% | +8.0% | -0.3% |
| 30D | -13.5% | -21.0% | +7.5% | -12.8% |
| 3M | +2.6% | -18.4% | +21.0% | +3.2% |
| 6M | +32.7% | -43.0% | +75.7% | +34.9% |
| YTD | +13.6% | -36.3% | +49.9% | +15.1% |
| 1Y | +28.8% | -42.8% | +71.6% | +30.8% |
| 3Y | +98.2% | -45.8% | +143.9% | +85.5% |
| 5Y | +105.9% | -70.8% | +176.7% | +93.4% |
| All | +129.3% | +34.3% | +95.0% | +103.3% |
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