-29.0%
QXO vs BOXX
+18.5%
-47.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.5% |
| 7D | -7.8% | +0.1% | -7.8% | -7.5% |
| 30D | -18.1% | +0.3% | -18.4% | -16.2% |
| 3M | -25.8% | +1.0% | -26.8% | -20.0% |
| 6M | -41.7% | +1.9% | -43.6% | -32.3% |
| YTD | -36.2% | +2.7% | -38.9% | -19.9% |
| 1Y | -42.1% | +4.0% | -46.1% | -14.3% |
| 3Y | -46.2% | +14.7% | -60.8% | +436.5% |
| All | -29.0% | +18.5% | -47.5% | +1,028.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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