+45.8%
QXO vs DECK
+739.5%
-693.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | -1.3% | -2.2% | +1.0% | -0.7% |
| 30D | -16.0% | -13.6% | -2.4% | -13.0% |
| 3M | -17.7% | -21.2% | +3.5% | -12.9% |
| 6M | -42.6% | -21.1% | -21.5% | -39.2% |
| YTD | -30.8% | -17.2% | -13.6% | -27.8% |
| 1Y | -35.3% | -30.7% | -4.6% | -30.2% |
| 3Y | -46.3% | -3.4% | -42.9% | -48.2% |
| 5Y | -69.2% | +25.5% | -94.7% | -73.1% |
| All | +45.8% | +739.5% | -693.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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