-70.8%
QXO vs DG
-37.9%
-32.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -7.8% | -6.5% | -1.3% | -7.7% |
| 30D | -18.1% | +4.2% | -22.3% | -18.1% |
| 3M | -25.8% | +9.5% | -35.3% | -25.8% |
| 6M | -41.7% | -13.1% | -28.6% | -42.2% |
| YTD | -36.2% | -4.8% | -31.3% | -36.4% |
| 1Y | -42.1% | +20.6% | -62.7% | -41.4% |
| 3Y | -46.2% | +4.9% | -51.1% | -44.2% |
| All | -70.8% | -37.9% | -32.9% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling