-0.2%
DASH vs QXO
-68.5%
+68.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.3% |
| 7D | -11.2% | +2.9% | -14.0% | -11.3% |
| 30D | -7.3% | -18.0% | +10.7% | -6.6% |
| 3M | +31.4% | -14.7% | +46.2% | +32.1% |
| 6M | +11.9% | -39.2% | +51.1% | +13.8% |
| YTD | -11.5% | -31.3% | +19.8% | -10.6% |
| 1Y | -20.0% | -39.7% | +19.6% | -18.8% |
| 3Y | +143.9% | -41.5% | +185.5% | +111.6% |
| 5Y | -0.2% | -67.0% | +66.8% | -16.5% |
| All | -0.2% | -68.5% | +68.3% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling