+4,871.7%
NFLX vs QXO
-8.6%
+4,880.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -8.1% | -8.7% | +0.6% | -8.0% |
| 30D | +1.6% | -21.0% | +22.6% | +1.7% |
| 3M | -7.3% | -18.4% | +11.1% | -7.3% |
| 6M | -21.6% | -43.0% | +21.4% | -21.5% |
| YTD | -18.9% | -36.3% | +17.4% | -18.9% |
| 1Y | -39.1% | -42.8% | +3.7% | -39.0% |
| 3Y | +71.7% | -45.8% | +117.4% | +71.1% |
| 5Y | +27.0% | -70.8% | +97.7% | +26.4% |
| 10Y | +687.7% | +36.3% | +651.4% | +693.3% |
| All | +4,871.7% | -8.6% | +4,880.2% | +5,764.0% |
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