-70.8%
QXO vs ALLY
-2.7%
-68.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -8.7% | -3.3% | -5.4% | -7.8% |
| 30D | -21.0% | -4.1% | -16.9% | -20.0% |
| 3M | -18.4% | +1.4% | -19.8% | -18.4% |
| 6M | -43.0% | +14.4% | -57.4% | -44.6% |
| YTD | -36.3% | -4.9% | -31.4% | -35.2% |
| 1Y | -42.8% | +5.5% | -48.3% | -43.2% |
| 3Y | -45.8% | +66.0% | -111.8% | -51.9% |
| 5Y | -70.8% | -2.4% | -68.4% | -70.4% |
| All | -70.8% | -2.7% | -68.1% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling