-9.9%
QXO vs DT
+101.6%
-111.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.7% |
| 7D | -8.7% | -2.5% | -6.2% | -8.2% |
| 30D | -21.0% | +3.5% | -24.5% | -21.7% |
| 3M | -18.4% | +26.7% | -45.1% | -23.1% |
| 6M | -43.0% | +36.1% | -79.2% | -47.9% |
| YTD | -36.3% | +18.6% | -54.9% | -39.9% |
| 1Y | -42.8% | +7.9% | -50.7% | -44.8% |
| 3Y | -45.8% | +8.6% | -54.3% | -49.3% |
| 5Y | -70.8% | -26.7% | -44.1% | -71.1% |
| All | -9.9% | +101.6% | -111.5% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling