-29.4%
QXO vs OSCR
+93.2%
-122.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.7% | -2.3% | -7.2% |
| 7D | +2.3% | +7.8% | -5.5% | +1.4% |
| 30D | -3.9% | +2.6% | -6.5% | -4.2% |
| 3M | -26.8% | +10.2% | -37.0% | -27.9% |
| 6M | -38.3% | +84.9% | -123.3% | -46.3% |
| YTD | -39.7% | +130.9% | -170.6% | -50.8% |
| 1Y | -29.4% | +94.8% | -124.2% | -42.5% |
| All | -29.4% | +93.2% | -122.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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