+34.5%
QXO vs ALLY
+189.7%
-155.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.8% | -3.8% | -4.0% | -6.9% |
| 30D | -18.1% | -4.9% | -13.2% | -17.0% |
| 3M | -25.8% | -2.6% | -23.2% | -25.1% |
| 6M | -41.7% | +15.7% | -57.5% | -43.4% |
| YTD | -36.2% | -5.2% | -31.0% | -35.1% |
| 1Y | -42.1% | +2.8% | -44.9% | -42.2% |
| 3Y | -46.2% | +63.4% | -109.6% | -52.5% |
| 5Y | -70.7% | -2.6% | -68.1% | -71.8% |
| All | +34.5% | +189.7% | -155.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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