-21.6%
DASH vs QXO
-61.4%
+39.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -10.2% | +9.1% | -19.3% | -10.6% |
| 30D | -8.2% | +29.8% | -38.0% | -9.3% |
| 3M | -15.9% | -11.2% | -4.7% | -15.6% |
| 6M | +13.3% | -25.1% | +38.4% | +14.3% |
| YTD | -21.3% | -28.4% | +7.1% | -20.7% |
| 1Y | -11.1% | -27.4% | +16.2% | -10.6% |
| 3Y | +103.8% | -42.6% | +146.4% | +78.8% |
| 5Y | -21.6% | -60.7% | +39.1% | -36.5% |
| All | -21.6% | -61.4% | +39.8% | -36.5% |
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