-5.4%
QXO vs BP
+141.7%
-147.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.5% |
| 7D | -3.9% | +4.0% | -7.8% | -4.9% |
| 30D | -17.4% | +7.8% | -25.2% | -19.1% |
| 3M | -22.5% | +8.4% | -30.9% | -24.9% |
| 6M | -41.4% | +15.1% | -56.5% | -44.8% |
| YTD | -34.1% | +36.4% | -70.5% | -41.1% |
| 1Y | -40.8% | +40.9% | -81.7% | -47.7% |
| 3Y | -43.9% | +38.8% | -82.8% | -50.8% |
| 5Y | -69.6% | +141.1% | -210.7% | -78.6% |
| 10Y | +41.0% | +133.9% | -92.9% | -6.9% |
| All | -5.4% | +141.7% | -147.1% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling