-46.2%
QXO vs BP
+38.9%
-85.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -7.8% | +5.2% | -13.0% | -7.1% |
| 30D | -18.1% | +8.7% | -26.8% | -17.0% |
| 3M | -25.8% | +9.3% | -35.1% | -24.3% |
| 6M | -41.7% | +13.6% | -55.3% | -41.0% |
| YTD | -36.2% | +37.7% | -73.9% | -36.0% |
| 1Y | -42.1% | +40.6% | -82.7% | -41.8% |
| 3Y | -46.2% | +40.3% | -86.5% | -45.7% |
| All | -46.2% | +38.9% | -85.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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