+314.5%
NOK vs QXO
-8.4%
+322.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -7.8% | +18.8% | +11.0% |
| 30D | +7.8% | -18.1% | +25.9% | +7.8% |
| 3M | -21.0% | -25.8% | +4.7% | -21.0% |
| 6M | +40.9% | -41.7% | +82.6% | +40.8% |
| YTD | +72.0% | -36.2% | +108.2% | +71.9% |
| 1Y | +140.9% | -42.1% | +183.0% | +140.7% |
| 3Y | +194.3% | -46.2% | +240.4% | +196.0% |
| 5Y | +112.5% | -70.7% | +183.2% | +113.7% |
| 10Y | +137.7% | +36.5% | +101.2% | +140.3% |
| All | +314.5% | -8.4% | +322.9% | +306.2% |
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