-0.7%
QXO vs DOC
+22.9%
-23.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -1.3% | -1.5% | +0.2% | -1.0% |
| 30D | -16.0% | -4.8% | -11.3% | -15.3% |
| 3M | -17.7% | +6.9% | -24.6% | -18.6% |
| 6M | -42.6% | +20.7% | -63.4% | -44.4% |
| YTD | -30.8% | +34.1% | -64.9% | -34.1% |
| 1Y | -35.3% | +22.6% | -58.0% | -37.6% |
| 3Y | -46.3% | +20.8% | -67.1% | -48.6% |
| 5Y | -69.2% | -24.9% | -44.3% | -68.8% |
| 10Y | +62.1% | -1.8% | +63.9% | +47.9% |
| All | -0.7% | +22.9% | -23.6% | +9.9% |
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