-46.2%
QXO vs DGX
+96.4%
-142.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -7.8% | -0.9% | -6.9% | -7.4% |
| 30D | -18.1% | -1.2% | -16.9% | -17.6% |
| 3M | -25.8% | +15.8% | -41.5% | -30.1% |
| 6M | -41.7% | +18.2% | -59.9% | -45.8% |
| YTD | -36.2% | +37.2% | -73.4% | -44.8% |
| 1Y | -42.1% | +30.4% | -72.5% | -48.7% |
| 3Y | -46.2% | +96.7% | -142.9% | -63.1% |
| All | -46.2% | +96.4% | -142.6% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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