-1.4%
QXO vs D
+137.1%
-138.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.9% | +0.8% | +2.1% | +2.9% |
| 30D | -18.0% | -0.7% | -17.3% | -18.0% |
| 3M | -14.7% | +2.1% | -16.8% | -14.8% |
| 6M | -39.2% | +6.8% | -46.0% | -39.3% |
| YTD | -31.3% | +16.5% | -47.8% | -31.4% |
| 1Y | -39.7% | +19.2% | -58.8% | -39.8% |
| 3Y | -41.5% | +61.9% | -103.4% | -41.7% |
| 5Y | -67.0% | +6.5% | -73.5% | -66.8% |
| 10Y | +44.7% | +35.3% | +9.5% | +56.3% |
| All | -1.4% | +137.1% | -138.5% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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