-5.4%
QXO vs COO
+207.0%
-212.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.2% | +2.1% | -2.7% |
| 7D | -3.9% | -9.0% | +5.1% | -1.9% |
| 30D | -17.4% | -16.8% | -0.5% | -14.0% |
| 3M | -22.5% | -7.5% | -15.0% | -21.2% |
| 6M | -41.4% | -16.3% | -25.1% | -39.2% |
| YTD | -34.1% | -22.5% | -11.6% | -30.5% |
| 1Y | -40.8% | -7.0% | -33.8% | -39.6% |
| 3Y | -43.9% | -27.5% | -16.5% | -40.8% |
| 5Y | -69.6% | -43.3% | -26.3% | -66.7% |
| 10Y | +41.0% | +37.6% | +3.4% | +40.9% |
| All | -5.4% | +207.0% | -212.4% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling