-73.5%
QXO vs COMP
-47.7%
-25.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -1.3% | +1.4% | -2.6% | -1.4% |
| 30D | -16.0% | -13.3% | -2.7% | -14.5% |
| 3M | -17.7% | +41.1% | -58.9% | -20.9% |
| 6M | -42.6% | +17.2% | -59.8% | -44.0% |
| YTD | -30.8% | +5.2% | -36.0% | -32.2% |
| 1Y | -35.3% | +18.9% | -54.3% | -37.6% |
| 3Y | -46.3% | +215.9% | -262.2% | -54.7% |
| 5Y | -69.2% | -31.2% | -38.0% | -69.1% |
| All | -73.5% | -47.7% | -25.9% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling