-35.3%
QXO vs DD
+41.5%
-76.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | -1.3% | -3.5% | +2.3% | +2.1% |
| 30D | -16.0% | -10.3% | -5.7% | -7.0% |
| 3M | -17.7% | -7.5% | -10.2% | -11.4% |
| 6M | -42.6% | -8.0% | -34.6% | -38.5% |
| YTD | -30.8% | +10.5% | -41.3% | -33.8% |
| 1Y | -35.3% | +38.3% | -73.6% | -45.9% |
| All | -35.3% | +41.5% | -76.8% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling