-46.2%
QXO vs AUR
+84.2%
-130.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -7.8% | +1.4% | -9.2% | -8.0% |
| 30D | -18.1% | -6.4% | -11.7% | -17.4% |
| 3M | -25.8% | +7.7% | -33.5% | -26.9% |
| 6M | -41.7% | +44.5% | -86.2% | -45.8% |
| YTD | -36.2% | +67.4% | -103.6% | -42.0% |
| 1Y | -42.1% | +15.4% | -57.5% | -44.9% |
| 3Y | -46.2% | +94.8% | -141.0% | -54.4% |
| All | -46.2% | +84.2% | -130.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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