+805.4%
DHR vs QXO
-8.4%
+813.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -7.8% | +4.2% | -3.6% |
| 30D | -2.7% | -18.1% | +15.4% | -2.6% |
| 3M | +10.9% | -25.8% | +36.7% | +11.1% |
| 6M | +3.0% | -41.7% | +44.8% | +3.3% |
| YTD | -12.2% | -36.2% | +24.0% | -12.0% |
| 1Y | +3.3% | -42.1% | +45.4% | +3.6% |
| 3Y | -8.2% | -46.2% | +37.9% | -9.0% |
| 5Y | -29.9% | -70.7% | +40.8% | -30.5% |
| 10Y | +208.5% | +36.5% | +171.9% | +203.3% |
| All | +805.4% | -8.4% | +813.8% | +770.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling