+24.8%
QXO vs DOC
+21.1%
+3.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +1.8% | +17.4% | +18.7% |
| 7D | +18.0% | +5.9% | +12.1% | +16.1% |
| 30D | +27.5% | +10.3% | +17.2% | +24.2% |
| 3M | -14.7% | -2.2% | -12.5% | -14.0% |
| 6M | -26.5% | +8.2% | -34.7% | -28.0% |
| YTD | -28.6% | +35.4% | -63.9% | -34.3% |
| 1Y | -19.8% | +23.6% | -43.5% | -24.5% |
| 3Y | -42.1% | +57.3% | -99.3% | -49.7% |
| 5Y | -63.0% | -19.6% | -43.4% | -62.0% |
| 10Y | +24.8% | +20.8% | +4.0% | -14.6% |
| All | +24.8% | +21.1% | +3.7% | -14.6% |
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