-46.2%
QXO vs DD
+41.1%
-87.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -7.8% | -3.5% | -4.3% | -5.9% |
| 30D | -18.1% | -11.7% | -6.4% | -12.3% |
| 3M | -25.8% | -9.2% | -16.5% | -21.6% |
| 6M | -41.7% | -7.2% | -34.5% | -39.0% |
| YTD | -36.2% | +6.6% | -42.8% | -36.1% |
| 1Y | -42.1% | +32.0% | -74.1% | -46.4% |
| 3Y | -46.2% | +42.1% | -88.3% | -48.8% |
| All | -46.2% | +41.1% | -87.3% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling