+2.7%
QXO vs DOC
+22.6%
-19.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +9.1% | +1.0% | +8.0% | +8.9% |
| 30D | +29.8% | +8.1% | +21.7% | +28.2% |
| 3M | -11.2% | +0.9% | -12.1% | -11.2% |
| 6M | -25.1% | +6.3% | -31.4% | -25.8% |
| YTD | -28.4% | +33.8% | -62.2% | -31.7% |
| 1Y | -27.4% | +21.6% | -49.0% | -29.7% |
| 3Y | -42.6% | +53.4% | -96.0% | -46.6% |
| 5Y | -60.7% | -21.0% | -39.7% | -60.4% |
| 10Y | +62.3% | +22.5% | +39.8% | +58.6% |
| All | +2.7% | +22.6% | -19.8% | +13.9% |
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