+2,140.1%
GOOGL vs QXO
-8.4%
+2,148.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | 0.0% | -7.8% | +7.8% | 0.0% |
| 30D | -1.4% | -18.1% | +16.7% | -1.3% |
| 3M | -5.3% | -25.8% | +20.4% | -5.3% |
| 6M | +9.8% | -41.7% | +51.5% | +9.9% |
| YTD | +8.4% | -36.2% | +44.5% | +8.5% |
| 1Y | +41.2% | -42.1% | +83.3% | +41.3% |
| 3Y | +149.6% | -46.2% | +195.7% | +148.1% |
| 5Y | +142.6% | -70.7% | +213.3% | +141.1% |
| 10Y | +766.8% | +36.5% | +730.3% | +763.5% |
| All | +2,140.1% | -8.4% | +2,148.5% | +2,241.2% |
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