-8.4%
QXO vs DGX
+430.8%
-439.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -7.8% | -0.9% | -6.9% | -7.7% |
| 30D | -18.1% | -1.2% | -16.9% | -18.0% |
| 3M | -25.8% | +15.8% | -41.5% | -26.4% |
| 6M | -41.7% | +18.2% | -59.9% | -42.4% |
| YTD | -36.2% | +37.2% | -73.4% | -37.4% |
| 1Y | -42.1% | +30.4% | -72.5% | -43.1% |
| 3Y | -46.2% | +96.7% | -142.9% | -48.0% |
| 5Y | -70.7% | +67.2% | -137.9% | -71.8% |
| 10Y | +36.5% | +253.9% | -217.4% | +32.4% |
| All | -8.4% | +430.8% | -439.2% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling