-70.8%
QXO vs JD
-62.5%
-8.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -8.7% | -2.6% | -6.1% | -8.6% |
| 30D | -21.0% | -15.4% | -5.6% | -20.3% |
| 3M | -18.4% | -5.0% | -13.4% | -18.2% |
| 6M | -43.0% | +0.9% | -43.9% | -43.1% |
| YTD | -36.3% | -2.5% | -33.8% | -36.3% |
| 1Y | -42.8% | -16.0% | -26.8% | -42.5% |
| 3Y | -45.8% | -8.5% | -37.2% | -45.4% |
| 5Y | -70.8% | -61.8% | -9.0% | -69.0% |
| All | -70.8% | -62.5% | -8.3% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling