+4.1%
DASH vs QXO
-23.5%
+27.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.4% |
| 7D | -12.8% | -3.9% | -9.0% | -12.7% |
| 30D | -6.0% | -17.4% | +11.3% | -5.3% |
| 3M | +26.7% | -22.5% | +49.2% | +27.8% |
| 6M | +11.7% | -41.4% | +53.1% | +13.8% |
| YTD | -12.9% | -34.1% | +21.2% | -11.8% |
| 1Y | -23.1% | -40.8% | +17.7% | -21.9% |
| 3Y | +140.0% | -43.9% | +184.0% | +110.9% |
| 5Y | -5.1% | -69.6% | +64.5% | -19.2% |
| All | +4.1% | -23.5% | +27.6% | -18.4% |
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 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