-33.5%
QXO vs DBX
+22.6%
-56.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -7.8% | +2.1% | -9.9% | -8.1% |
| 30D | -18.1% | +5.7% | -23.8% | -18.8% |
| 3M | -25.8% | +31.8% | -57.6% | -28.6% |
| 6M | -41.7% | +37.5% | -79.2% | -44.6% |
| YTD | -36.2% | +27.9% | -64.1% | -38.8% |
| 1Y | -42.1% | +15.0% | -57.1% | -43.6% |
| 3Y | -46.2% | +27.2% | -73.3% | -49.5% |
| 5Y | -70.7% | +12.8% | -83.5% | -72.7% |
| All | -33.5% | +22.6% | -56.1% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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