-5.4%
QXO vs DAR
+315.7%
-321.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -17.4% | +7.4% | -24.8% | -18.3% |
| 3M | -22.5% | +15.7% | -38.2% | -24.6% |
| 6M | -41.4% | +30.0% | -71.4% | -44.1% |
| YTD | -34.1% | +87.5% | -121.6% | -40.7% |
| 1Y | -40.8% | +113.4% | -154.2% | -47.8% |
| 3Y | -43.9% | +15.3% | -59.2% | -47.7% |
| 5Y | -69.6% | -4.3% | -65.3% | -71.3% |
| 10Y | +41.0% | +380.2% | -339.2% | +21.5% |
| All | -5.4% | +315.7% | -321.1% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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