-8.6%
QXO vs OMC
+154.0%
-162.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.5% |
| 7D | -8.7% | -6.2% | -2.5% | -8.1% |
| 30D | -21.0% | -7.6% | -13.4% | -20.3% |
| 3M | -18.4% | +7.4% | -25.8% | -19.0% |
| 6M | -43.0% | +0.1% | -43.2% | -43.1% |
| YTD | -36.3% | +0.4% | -36.7% | -36.5% |
| 1Y | -42.8% | +7.8% | -50.6% | -43.5% |
| 3Y | -45.8% | +11.8% | -57.6% | -47.6% |
| 5Y | -70.8% | +32.5% | -103.2% | -72.2% |
| 10Y | +36.3% | +34.2% | +2.1% | +23.8% |
| All | -8.6% | +154.0% | -162.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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