+37.2%
DIS vs QXO
-50.0%
+87.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.6% |
| 7D | +1.9% | +9.0% | -7.1% | +1.8% |
| 30D | +9.2% | +22.0% | -12.8% | +9.0% |
| 3M | +13.5% | -15.4% | +28.9% | +13.6% |
| 6M | +14.3% | -26.0% | +40.3% | +14.4% |
| YTD | +5.4% | -34.7% | +40.1% | +5.5% |
| 1Y | +12.2% | -28.0% | +40.1% | +12.3% |
| 3Y | +37.2% | -47.0% | +84.2% | +38.3% |
| All | +37.2% | -50.0% | +87.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling