+34.5%
QXO vs DG
+101.8%
-67.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -7.8% | -6.5% | -1.3% | -7.2% |
| 30D | -18.1% | +4.2% | -22.3% | -18.5% |
| 3M | -25.8% | +9.5% | -35.3% | -26.5% |
| 6M | -41.7% | -13.1% | -28.6% | -41.2% |
| YTD | -36.2% | -4.8% | -31.3% | -36.0% |
| 1Y | -42.1% | +20.6% | -62.7% | -42.8% |
| 3Y | -46.2% | +4.9% | -51.1% | -47.3% |
| 5Y | -70.7% | -37.9% | -32.9% | -69.2% |
| All | +34.5% | +101.8% | -67.3% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling