-82.6%
QXO vs DOCS
-21.0%
-61.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | +4.7% | -0.8% | +5.5% | +4.8% |
| 30D | +2.2% | +17.4% | -15.2% | +0.9% |
| 3M | -23.8% | +57.4% | -81.2% | -26.7% |
| 6M | -41.4% | +26.5% | -68.0% | -43.0% |
| YTD | -40.1% | -26.6% | -13.5% | -39.2% |
| 1Y | -28.4% | -48.1% | +19.7% | -25.3% |
| 3Y | -49.6% | +52.6% | -102.2% | -52.5% |
| 5Y | -70.0% | -52.1% | -17.9% | -70.2% |
| All | -82.6% | -21.0% | -61.6% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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