-70.8%
QXO vs DT
-27.6%
-43.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -7.8% | -1.6% | -6.2% | -7.5% |
| 30D | -18.1% | +3.0% | -21.1% | -18.7% |
| 3M | -25.8% | +26.5% | -52.3% | -29.5% |
| 6M | -41.7% | +35.9% | -77.6% | -46.1% |
| YTD | -36.2% | +17.8% | -54.0% | -39.2% |
| 1Y | -42.1% | +4.1% | -46.2% | -43.1% |
| 3Y | -46.2% | +5.3% | -51.4% | -48.5% |
| All | -70.8% | -27.6% | -43.2% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 5y: compounded portfolio wealth divided by compounded DT 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…
5y analysis · Full analysis span regression · 6 months rolling