+1,079.1%
JPM vs QXO
-8.6%
+1,087.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.3% |
| 7D | -2.3% | -8.7% | +6.3% | -2.3% |
| 30D | -2.3% | -21.0% | +18.6% | -2.2% |
| 3M | +14.9% | -18.4% | +33.3% | +15.0% |
| 6M | +23.6% | -43.0% | +66.7% | +24.0% |
| YTD | +11.3% | -36.3% | +47.6% | +11.5% |
| 1Y | +19.9% | -42.8% | +62.7% | +20.2% |
| 3Y | +162.6% | -45.8% | +208.4% | +158.6% |
| 5Y | +154.6% | -70.8% | +225.4% | +150.9% |
| 10Y | +589.9% | +36.3% | +553.6% | +571.3% |
| All | +1,079.1% | -8.6% | +1,087.6% | +1,041.3% |
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 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