-15.5%
QXO vs EOSE
-60.6%
+45.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -7.8% | +1.8% | -9.6% | -8.0% |
| 30D | -18.1% | -6.8% | -11.3% | -17.8% |
| 3M | -25.8% | -36.3% | +10.5% | -23.6% |
| 6M | -41.7% | -38.8% | -3.0% | -40.6% |
| YTD | -36.2% | -65.5% | +29.3% | -32.8% |
| 1Y | -42.1% | -45.3% | +3.2% | -41.6% |
| 3Y | -46.2% | +44.2% | -90.3% | -53.4% |
| 5Y | -70.7% | -69.5% | -1.2% | -75.7% |
| All | -15.5% | -60.6% | +45.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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