+405.8%
INTC vs QXO
-8.6%
+414.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -5.5% |
| 7D | +9.4% | -8.7% | +18.1% | +9.5% |
| 30D | +2.7% | -21.0% | +23.6% | +2.9% |
| 3M | -6.3% | -18.4% | +12.1% | -6.1% |
| 6M | +114.5% | -43.0% | +157.5% | +115.6% |
| YTD | +171.9% | -36.3% | +208.2% | +173.0% |
| 1Y | +305.0% | -42.8% | +347.8% | +307.0% |
| 3Y | +168.3% | -45.8% | +214.1% | +165.1% |
| 5Y | +102.3% | -70.8% | +173.1% | +100.0% |
| 10Y | +249.4% | +36.3% | +213.1% | +240.6% |
| All | +405.8% | -8.6% | +414.4% | +403.9% |
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