+2,490.2%
NVDL vs QXO
-43.0%
+2,533.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -10.3% | -7.8% | -2.5% | -10.1% |
| 30D | -7.1% | -18.1% | +11.0% | -6.6% |
| 3M | +6.6% | -25.8% | +32.3% | +7.5% |
| 6M | +21.1% | -41.7% | +62.8% | +22.7% |
| YTD | +15.2% | -36.2% | +51.4% | +16.5% |
| 1Y | +18.8% | -42.1% | +60.9% | +20.2% |
| 3Y | +649.9% | -46.2% | +696.1% | +657.4% |
| All | +2,490.2% | -43.0% | +2,533.1% | +2,381.9% |
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