+34.5%
QXO vs O
+54.0%
-19.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -7.8% | -2.9% | -4.9% | -6.7% |
| 30D | -18.1% | -4.5% | -13.6% | -16.6% |
| 3M | -25.8% | -2.6% | -23.1% | -25.1% |
| 6M | -41.7% | -5.6% | -36.1% | -40.4% |
| YTD | -36.2% | +9.3% | -45.4% | -38.4% |
| 1Y | -42.1% | +4.3% | -46.4% | -43.1% |
| 3Y | -46.2% | +27.4% | -73.6% | -51.9% |
| 5Y | -70.7% | +17.1% | -87.8% | -73.3% |
| All | +34.5% | +54.0% | -19.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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