+61.3%
QXO vs DOC
+20.3%
+41.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +17.3% | +4.3% | +12.9% | +16.0% |
| 30D | +27.0% | +9.2% | +17.9% | +24.2% |
| 3M | -10.7% | -0.8% | -9.9% | -10.4% |
| 6M | -26.8% | +7.1% | -33.9% | -28.0% |
| YTD | -28.8% | +34.0% | -62.8% | -34.1% |
| 1Y | -25.4% | +23.2% | -48.6% | -29.5% |
| 3Y | -42.9% | +53.6% | -96.5% | -49.8% |
| 5Y | -61.6% | -20.4% | -41.2% | -60.5% |
| 10Y | +61.3% | +23.4% | +38.0% | +2.5% |
| All | +61.3% | +20.3% | +41.1% | +2.5% |
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