+100.0%
DAL vs QXO
-40.8%
+140.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | +3.4% | +2.9% | +0.5% | +3.3% |
| 30D | -13.6% | -18.0% | +4.5% | -13.1% |
| 3M | +1.2% | -14.7% | +15.9% | +1.6% |
| 6M | +34.5% | -39.2% | +73.7% | +35.9% |
| YTD | +14.7% | -31.3% | +46.0% | +15.5% |
| 1Y | +29.2% | -39.7% | +68.9% | +30.4% |
| 3Y | +100.0% | -41.5% | +141.5% | +95.4% |
| All | +100.0% | -40.8% | +140.8% | +95.4% |
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