-8.4%
QXO vs BBY
+589.1%
-597.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.4% |
| 7D | -7.8% | +0.6% | -8.4% | -7.9% |
| 30D | -18.1% | +9.4% | -27.5% | -19.4% |
| 3M | -25.8% | +19.3% | -45.1% | -28.0% |
| 6M | -41.7% | +47.9% | -89.6% | -45.5% |
| YTD | -36.2% | +39.6% | -75.7% | -39.8% |
| 1Y | -42.1% | +22.2% | -64.3% | -44.3% |
| 3Y | -46.2% | +45.0% | -91.1% | -50.1% |
| 5Y | -70.7% | +2.6% | -73.3% | -72.3% |
| 10Y | +36.5% | +250.5% | -214.0% | +12.4% |
| All | -8.4% | +589.1% | -597.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 all: compounded portfolio wealth divided by compounded BBY 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…
all analysis · Full analysis span regression · 6 months rolling