-47.0%
QXO vs ALK
+13.2%
-60.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.7% |
| 7D | +9.0% | -1.2% | +10.2% | +9.0% |
| 30D | +22.0% | +7.7% | +14.3% | +22.3% |
| 3M | -15.4% | -19.0% | +3.6% | -17.6% |
| 6M | -26.0% | -0.2% | -25.8% | -25.1% |
| YTD | -34.7% | -23.5% | -11.2% | -40.7% |
| 1Y | -28.0% | -9.1% | -18.8% | -29.2% |
| 3Y | -47.0% | +12.0% | -59.1% | +27.9% |
| All | -47.0% | +13.2% | -60.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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