+34.5%
QXO vs COO
+17.0%
+17.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -7.8% | -22.5% | +14.7% | -2.4% |
| 30D | -18.1% | -29.7% | +11.6% | -11.3% |
| 3M | -25.8% | -20.1% | -5.6% | -21.9% |
| 6M | -41.7% | -26.9% | -14.8% | -37.5% |
| YTD | -36.2% | -34.2% | -2.0% | -30.0% |
| 1Y | -42.1% | -21.3% | -20.8% | -38.6% |
| 3Y | -46.2% | -38.7% | -7.5% | -40.9% |
| 5Y | -70.7% | -52.2% | -18.5% | -66.4% |
| All | +34.5% | +17.0% | +17.5% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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