-35.3%
QXO vs OSCR
+75.7%
-111.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | +5.8% | -7.1% | -2.2% |
| 30D | -16.0% | +7.1% | -23.1% | -17.1% |
| 3M | -17.7% | +36.7% | -54.4% | -23.0% |
| 6M | -42.6% | +114.3% | -156.9% | -52.9% |
| YTD | -30.8% | +124.4% | -155.2% | -43.7% |
| 1Y | -35.3% | +75.5% | -110.8% | -46.6% |
| All | -35.3% | +75.7% | -111.1% | -46.6% |
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