-8.6%
QXO vs DD
+204.0%
-212.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -8.7% | -2.9% | -5.8% | -8.0% |
| 30D | -21.0% | -11.5% | -9.5% | -18.3% |
| 3M | -18.4% | -5.4% | -13.0% | -17.0% |
| 6M | -43.0% | -6.9% | -36.1% | -41.7% |
| YTD | -36.3% | +6.9% | -43.2% | -36.5% |
| 1Y | -42.8% | +35.6% | -78.4% | -45.8% |
| 3Y | -45.8% | +42.5% | -88.3% | -49.3% |
| 5Y | -70.8% | +58.5% | -129.2% | -73.5% |
| 10Y | +36.3% | +65.7% | -29.4% | +10.8% |
| All | -8.6% | +204.0% | -212.6% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling