-70.8%
QXO vs DLR
+43.3%
-114.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.2% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | -18.1% | -4.3% | -13.8% | -17.4% |
| 3M | -25.8% | +3.8% | -29.6% | -26.5% |
| 6M | -41.7% | +5.8% | -47.6% | -42.2% |
| YTD | -36.2% | +23.5% | -59.7% | -38.0% |
| 1Y | -42.1% | +11.1% | -53.2% | -43.0% |
| 3Y | -46.2% | +57.9% | -104.0% | -48.5% |
| All | -70.8% | +43.3% | -114.1% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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