+9.6%
QXO vs DOC
+21.2%
-11.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +9.0% | -0.9% | +9.9% | +9.4% |
| 30D | +22.0% | +7.7% | +14.2% | +19.9% |
| 3M | -15.4% | -2.0% | -13.4% | -14.7% |
| 6M | -26.0% | +5.9% | -31.8% | -26.8% |
| YTD | -34.7% | +31.8% | -66.5% | -38.9% |
| 1Y | -28.0% | +22.5% | -50.5% | -31.5% |
| 3Y | -47.0% | +54.7% | -101.8% | -53.0% |
| 5Y | -64.2% | -21.3% | -42.9% | -63.2% |
| All | +9.6% | +21.2% | -11.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling