+64.1%
DIA vs QXO
-70.1%
+134.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -7.8% | +6.2% | -1.5% |
| 30D | -2.0% | -18.1% | +16.1% | -1.8% |
| 3M | +3.6% | -25.8% | +29.4% | +3.9% |
| 6M | +11.5% | -41.7% | +53.2% | +12.0% |
| YTD | +10.4% | -36.2% | +46.5% | +10.7% |
| 1Y | +15.6% | -42.1% | +57.7% | +16.0% |
| 3Y | +58.9% | -46.2% | +105.0% | +56.1% |
| All | +64.1% | -70.1% | +134.2% | +63.6% |
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