+361.0%
ORLY vs QXO
+34.5%
+326.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.4% | -7.8% | +5.4% | -2.3% |
| 30D | -6.8% | -18.1% | +11.3% | -6.7% |
| 3M | -4.8% | -25.8% | +21.0% | -4.6% |
| 6M | -9.1% | -41.7% | +32.6% | -8.9% |
| YTD | -5.9% | -36.2% | +30.3% | -5.8% |
| 1Y | -20.4% | -42.1% | +21.7% | -20.3% |
| 3Y | +36.6% | -46.2% | +82.7% | +32.9% |
| 5Y | +117.3% | -70.7% | +188.0% | +111.8% |
| All | +361.0% | +34.5% | +326.5% | +322.1% |
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