+153.8%
QLD vs QXO
-45.2%
+199.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.6% |
| 7D | -1.2% | +9.1% | -10.3% | -1.4% |
| 30D | -15.7% | +29.8% | -45.5% | -16.1% |
| 3M | -10.0% | -11.2% | +1.2% | -9.9% |
| 6M | -11.2% | -25.1% | +13.9% | -11.0% |
| YTD | +16.4% | -28.4% | +44.8% | +16.7% |
| 1Y | +12.7% | -27.4% | +40.1% | +13.0% |
| All | +153.8% | -45.2% | +199.0% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling