-46.2%
QXO vs JD
-8.0%
-38.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -8.7% | -2.6% | -6.1% | -8.7% |
| 30D | -21.0% | -15.4% | -5.6% | -20.8% |
| 3M | -18.4% | -5.0% | -13.4% | -18.3% |
| 6M | -43.0% | +0.9% | -43.9% | -43.0% |
| YTD | -36.3% | -2.5% | -33.8% | -36.2% |
| 1Y | -42.8% | -16.0% | -26.8% | -42.9% |
| All | -46.2% | -8.0% | -38.2% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling