+6.1%
DASH vs QXO
-26.0%
+32.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.1% |
| 7D | -9.4% | -8.7% | -0.8% | -9.1% |
| 30D | -5.2% | -21.0% | +15.8% | -4.3% |
| 3M | +33.1% | -18.4% | +51.5% | +34.0% |
| 6M | +18.3% | -43.0% | +61.3% | +20.6% |
| YTD | -11.2% | -36.3% | +25.1% | -10.0% |
| 1Y | -21.9% | -42.8% | +20.9% | -20.6% |
| 3Y | +144.7% | -45.8% | +190.4% | +115.2% |
| 5Y | -4.4% | -70.8% | +66.3% | -18.5% |
| All | +6.1% | -26.0% | +32.1% | -16.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling