+681.4%
NFLX vs QXO
+34.5%
+647.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -1.1% | -7.8% | +6.7% | -1.0% |
| 30D | +4.3% | -18.1% | +22.4% | +4.6% |
| 3M | -4.8% | -25.8% | +21.0% | -4.4% |
| 6M | -18.4% | -41.7% | +23.3% | -17.9% |
| YTD | -17.4% | -36.2% | +18.7% | -17.1% |
| 1Y | -35.7% | -42.1% | +6.4% | -35.4% |
| 3Y | +73.8% | -46.2% | +119.9% | +66.6% |
| 5Y | +29.3% | -70.7% | +100.0% | +23.9% |
| All | +681.4% | +34.5% | +647.0% | +646.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling