-35.3%
QXO vs DG
+23.4%
-58.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.5% |
| 7D | -1.3% | +8.4% | -9.7% | -5.2% |
| 30D | -16.0% | +4.9% | -21.0% | -18.2% |
| 3M | -17.7% | +29.3% | -47.1% | -28.8% |
| 6M | -42.6% | -11.3% | -31.3% | -39.4% |
| YTD | -30.8% | +1.8% | -32.5% | -31.4% |
| 1Y | -35.3% | +25.3% | -60.7% | -43.8% |
| All | -35.3% | +23.4% | -58.8% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling