+23.5%
DIS vs QXO
+34.5%
-11.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.2% | -7.8% | +9.0% | +1.3% |
| 30D | +3.2% | -18.1% | +21.3% | +3.5% |
| 3M | +7.0% | -25.8% | +32.8% | +7.3% |
| 6M | +6.4% | -41.7% | +48.1% | +7.0% |
| YTD | -5.6% | -36.2% | +30.6% | -5.2% |
| 1Y | -7.7% | -42.1% | +34.4% | -7.2% |
| 3Y | +33.2% | -46.2% | +79.3% | +29.6% |
| 5Y | -40.3% | -70.7% | +30.4% | -42.0% |
| All | +23.5% | +34.5% | -11.0% | +17.4% |
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