-41.5%
QXO vs COMP
+221.9%
-263.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | 0.0% |
| 7D | +2.9% | +4.1% | -1.2% | +1.9% |
| 30D | -18.0% | -14.5% | -3.5% | -15.1% |
| 3M | -14.7% | +41.8% | -56.6% | -20.4% |
| 6M | -39.2% | +23.6% | -62.8% | -42.4% |
| YTD | -31.3% | +1.7% | -33.0% | -33.5% |
| 1Y | -39.7% | +12.6% | -52.2% | -43.0% |
| 3Y | -41.5% | +221.9% | -263.4% | -64.5% |
| All | -41.5% | +221.9% | -263.4% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling