-80.9%
QXO vs DOCS
-41.2%
-39.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -4.0% |
| 7D | -3.9% | -8.1% | +4.2% | -3.2% |
| 30D | -17.4% | -5.6% | -11.7% | -17.0% |
| 3M | -22.5% | +18.3% | -40.8% | -23.8% |
| 6M | -41.4% | -5.1% | -36.3% | -41.7% |
| YTD | -34.1% | -45.4% | +11.3% | -31.5% |
| 1Y | -40.8% | -65.2% | +24.4% | -36.2% |
| 3Y | -43.9% | +6.6% | -50.5% | -45.7% |
| 5Y | -69.6% | -76.1% | +6.5% | -69.6% |
| All | -80.9% | -41.2% | -39.6% | -79.2% |
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