+564.9%
ORCL vs QXO
-0.7%
+565.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.1% |
| 7D | +5.3% | -1.3% | +6.5% | +5.3% |
| 30D | +10.0% | -16.0% | +26.0% | +10.1% |
| 3M | -32.6% | -17.7% | -14.8% | -32.5% |
| 6M | +4.9% | -42.6% | +47.5% | +5.2% |
| YTD | -17.8% | -30.8% | +13.0% | -17.6% |
| 1Y | -28.0% | -35.3% | +7.3% | -27.8% |
| 3Y | +36.0% | -46.3% | +82.3% | +35.2% |
| 5Y | +88.7% | -69.2% | +157.9% | +87.5% |
| 10Y | +346.9% | +62.1% | +284.8% | +342.1% |
| All | +564.9% | -0.7% | +565.6% | +548.5% |
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