-46.2%
QXO vs DECK
-19.4%
-26.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.9% | -5.8% |
| 7D | +10.1% | -3.7% | +13.7% | +11.7% |
| 30D | +16.2% | +0.6% | +15.6% | +16.7% |
| 3M | -14.8% | -7.3% | -7.5% | -12.4% |
| 6M | -27.8% | -10.9% | -16.9% | -24.9% |
| YTD | -33.6% | -18.5% | -15.1% | -29.3% |
| 1Y | -31.8% | +0.2% | -32.0% | -30.9% |
| All | -46.2% | -19.4% | -26.7% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling