-8.6%
QXO vs DG
+210.3%
-218.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.2% |
| 7D | -8.7% | -6.3% | -2.4% | -8.2% |
| 30D | -21.0% | +2.4% | -23.4% | -21.1% |
| 3M | -18.4% | +12.4% | -30.8% | -19.2% |
| 6M | -43.0% | -14.9% | -28.1% | -42.6% |
| YTD | -36.3% | -6.1% | -30.2% | -36.1% |
| 1Y | -42.8% | +17.9% | -60.6% | -43.2% |
| 3Y | -45.8% | +3.1% | -48.9% | -46.5% |
| 5Y | -70.8% | -38.7% | -32.1% | -69.7% |
| 10Y | +36.3% | +99.6% | -63.3% | +28.6% |
| All | -8.6% | +210.3% | -218.9% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling