-69.6%
QXO vs ONON
-22.6%
-47.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -7.8% | -2.1% | -5.7% | -7.4% |
| 30D | -18.1% | -11.6% | -6.5% | -16.1% |
| 3M | -25.8% | -30.1% | +4.3% | -20.9% |
| 6M | -41.7% | -30.5% | -11.2% | -37.9% |
| YTD | -36.2% | -41.0% | +4.8% | -30.0% |
| 1Y | -42.1% | -36.7% | -5.4% | -37.4% |
| 3Y | -46.2% | -8.6% | -37.5% | -44.4% |
| All | -69.6% | -22.6% | -47.0% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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