+249.1%
DUK vs QXO
-8.4%
+257.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.7% | -7.8% | +7.1% | -0.7% |
| 30D | -2.4% | -18.1% | +15.7% | -2.5% |
| 3M | -3.0% | -25.8% | +22.8% | -3.0% |
| 6M | -6.6% | -41.7% | +35.2% | -6.6% |
| YTD | +4.6% | -36.2% | +40.7% | +4.5% |
| 1Y | +1.2% | -42.1% | +43.3% | +1.2% |
| 3Y | +45.7% | -46.2% | +91.8% | +45.7% |
| 5Y | +40.3% | -70.7% | +111.0% | +40.3% |
| 10Y | +129.9% | +36.5% | +93.4% | +131.0% |
| All | +249.1% | -8.4% | +257.5% | +254.2% |
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