-75.6%
QXO vs COMP
-52.3%
-23.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -2.6% |
| 7D | -8.7% | -8.4% | -0.3% | -7.7% |
| 30D | -21.0% | -20.2% | -0.8% | -18.6% |
| 3M | -18.4% | +28.1% | -46.5% | -20.6% |
| 6M | -43.0% | +14.9% | -57.9% | -44.2% |
| YTD | -36.3% | -4.2% | -32.1% | -36.8% |
| 1Y | -42.8% | +10.2% | -53.0% | -44.2% |
| 3Y | -45.8% | +203.3% | -249.1% | -53.8% |
| 5Y | -70.8% | -29.2% | -41.6% | -70.4% |
| All | -75.6% | -52.3% | -23.3% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling