-32.5%
QXO vs JD
+41.7%
-74.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.8% |
| 7D | -3.9% | -3.0% | -0.9% | -3.6% |
| 30D | -17.4% | -19.3% | +2.0% | -15.5% |
| 3M | -22.5% | -6.0% | -16.5% | -22.1% |
| 6M | -41.4% | +1.8% | -43.2% | -41.7% |
| YTD | -34.1% | -2.6% | -31.5% | -34.1% |
| 1Y | -40.8% | -17.4% | -23.4% | -39.9% |
| 3Y | -43.9% | -8.6% | -35.3% | -44.4% |
| 5Y | -69.6% | -61.6% | -8.0% | -67.7% |
| 10Y | +41.0% | +16.9% | +24.1% | +19.0% |
| All | -32.5% | +41.7% | -74.1% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling