+34.5%
QXO vs DE
+863.9%
-829.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -7.8% | -2.6% | -5.2% | -7.0% |
| 30D | -18.1% | +9.0% | -27.1% | -20.7% |
| 3M | -25.8% | +19.1% | -44.9% | -30.1% |
| 6M | -41.7% | +14.4% | -56.1% | -44.3% |
| YTD | -36.2% | +45.9% | -82.1% | -43.4% |
| 1Y | -42.1% | +43.6% | -85.7% | -48.5% |
| 3Y | -46.2% | +75.9% | -122.0% | -54.5% |
| 5Y | -70.7% | +98.8% | -169.5% | -76.7% |
| All | +34.5% | +863.9% | -829.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling