-79.2%
QXO vs DOCS
-19.3%
-59.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | +9.1% | -4.2% | +13.3% | +9.5% |
| 30D | +29.8% | +8.6% | +21.2% | +29.0% |
| 3M | -11.2% | +27.2% | -38.4% | -13.0% |
| 6M | -25.1% | +26.5% | -51.6% | -27.1% |
| YTD | -28.4% | -25.0% | -3.4% | -27.5% |
| 1Y | -27.4% | -37.0% | +9.6% | -25.4% |
| 3Y | -42.6% | +39.4% | -82.0% | -45.6% |
| 5Y | -60.7% | -56.7% | -4.0% | -61.3% |
| All | -79.2% | -19.3% | -59.9% | -78.0% |
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