+161.0%
DAL vs QXO
-50.0%
+210.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -1.1% | +9.0% | -10.1% | -1.3% |
| 30D | +12.8% | +22.0% | -9.1% | +12.2% |
| 3M | -5.3% | -15.4% | +10.1% | -5.0% |
| 6M | +22.4% | -26.0% | +48.3% | +23.1% |
| YTD | +25.6% | -34.7% | +60.3% | +26.6% |
| 1Y | +45.5% | -28.0% | +73.5% | +46.4% |
| 3Y | +161.0% | -47.0% | +208.0% | +164.3% |
| All | +161.0% | -50.0% | +210.9% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling