+34.5%
QXO vs JD
+20.6%
+13.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -7.8% | -4.2% | -3.5% | -7.5% |
| 30D | -18.1% | -14.4% | -3.7% | -17.2% |
| 3M | -25.8% | -3.6% | -22.2% | -25.6% |
| 6M | -41.7% | -0.3% | -41.4% | -41.8% |
| YTD | -36.2% | -2.4% | -33.8% | -36.2% |
| 1Y | -42.1% | -18.5% | -23.6% | -41.4% |
| 3Y | -46.2% | -7.0% | -39.1% | -46.4% |
| 5Y | -70.7% | -61.7% | -9.0% | -69.2% |
| All | +34.5% | +20.6% | +13.8% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling