-70.8%
QXO vs DVA
+46.8%
-117.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -7.8% | -1.3% | -6.5% | -7.5% |
| 30D | -18.1% | 0.0% | -18.1% | -18.1% |
| 3M | -25.8% | -10.9% | -14.8% | -24.8% |
| 6M | -41.7% | +17.3% | -59.0% | -45.1% |
| YTD | -36.2% | +59.8% | -96.0% | -45.1% |
| 1Y | -42.1% | +36.3% | -78.4% | -48.1% |
| 3Y | -46.2% | +88.6% | -134.8% | -52.9% |
| All | -70.8% | +46.8% | -117.6% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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