-14.0%
QXO vs DOC
+21.9%
-35.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +4.7% | +6.5% | -1.8% | +3.6% |
| 30D | +2.2% | +9.2% | -7.0% | +0.7% |
| 3M | -23.8% | -2.5% | -21.4% | -23.4% |
| 6M | -41.4% | +7.1% | -48.5% | -42.0% |
| YTD | -40.1% | +33.0% | -73.1% | -42.8% |
| 1Y | -28.4% | +23.3% | -51.6% | -30.8% |
| 3Y | -49.6% | +44.9% | -94.5% | -52.8% |
| 5Y | -70.0% | -21.6% | -48.4% | -69.7% |
| 10Y | +0.5% | +17.4% | -16.8% | -2.7% |
| All | -14.0% | +21.9% | -35.9% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling