-8.4%
QXO vs DTE
+358.9%
-367.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -7.8% | -2.6% | -5.2% | -7.5% |
| 30D | -18.1% | -4.4% | -13.7% | -17.7% |
| 3M | -25.8% | -8.3% | -17.4% | -25.0% |
| 6M | -41.7% | -8.1% | -33.6% | -41.1% |
| YTD | -36.2% | +4.4% | -40.6% | -36.3% |
| 1Y | -42.1% | +0.2% | -42.3% | -42.0% |
| 3Y | -46.2% | +42.6% | -88.8% | -47.9% |
| 5Y | -70.7% | +31.5% | -102.2% | -71.6% |
| 10Y | +36.5% | +138.2% | -101.7% | +46.9% |
| All | -8.4% | +358.9% | -367.3% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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