-70.7%
QXO vs OSCR
-9.0%
-61.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -7.8% | +1.6% | -9.4% | -7.9% |
| 30D | -18.1% | +10.7% | -28.8% | -18.9% |
| 3M | -25.8% | +13.4% | -39.1% | -26.9% |
| 6M | -41.7% | +144.6% | -186.3% | -47.2% |
| YTD | -36.2% | +128.0% | -164.2% | -41.8% |
| 1Y | -42.1% | +68.7% | -110.8% | -46.2% |
| 3Y | -46.2% | +398.8% | -444.9% | -56.9% |
| 5Y | -70.7% | +87.3% | -158.0% | -73.7% |
| All | -70.7% | -9.0% | -61.7% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling