-25.0%
QXO vs NSC
+24.4%
-49.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.2% | +7.3% |
| 7D | +16.6% | +1.8% | +14.8% | +14.9% |
| 30D | +6.6% | +8.8% | -2.3% | -0.4% |
| 3M | -17.5% | +1.2% | -18.7% | -18.3% |
| 6M | -33.8% | +11.3% | -45.1% | -41.2% |
| YTD | -34.4% | +20.7% | -55.1% | -46.1% |
| 1Y | -25.0% | +23.4% | -48.4% | -44.0% |
| All | -25.0% | +24.4% | -49.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling