-70.3%
QXO vs ALLE
+51.6%
-121.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | +9.0% | +3.6% | +5.4% | +7.9% |
| 30D | +22.0% | +25.9% | -3.9% | +14.5% |
| 3M | -15.4% | +15.8% | -31.1% | -18.8% |
| 6M | -26.0% | +48.1% | -74.1% | -32.7% |
| YTD | -34.7% | +22.0% | -56.6% | -38.7% |
| 1Y | -28.0% | +18.0% | -46.0% | -32.2% |
| 3Y | -47.0% | +93.1% | -140.1% | -50.7% |
| All | -70.3% | +51.6% | -121.9% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling