+34.5%
QXO vs NLY
+81.8%
-47.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -7.8% | -4.0% | -3.8% | -6.7% |
| 30D | -18.1% | -5.2% | -12.9% | -16.8% |
| 3M | -25.8% | +2.8% | -28.6% | -26.1% |
| 6M | -41.7% | +4.2% | -45.9% | -42.0% |
| YTD | -36.2% | +4.7% | -40.9% | -36.6% |
| 1Y | -42.1% | +12.7% | -54.8% | -43.5% |
| 3Y | -46.2% | +62.5% | -108.7% | -52.0% |
| 5Y | -70.7% | +26.3% | -97.0% | -72.8% |
| All | +34.5% | +81.8% | -47.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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