-69.5%
QXO vs NYT
+48.5%
-118.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.2% | -6.8% | -3.0% |
| 7D | -9.3% | +4.5% | -13.8% | -10.4% |
| 30D | -16.5% | +8.6% | -25.1% | -18.4% |
| 3M | -27.2% | -3.8% | -23.3% | -27.1% |
| 6M | -40.0% | -10.8% | -29.2% | -38.6% |
| YTD | -37.2% | +2.2% | -39.4% | -38.8% |
| 1Y | -41.7% | +20.8% | -62.5% | -46.3% |
| 3Y | -43.4% | +68.0% | -111.4% | -54.0% |
| 5Y | -69.5% | +49.9% | -119.4% | -75.8% |
| All | -69.5% | +48.5% | -118.0% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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