+34.5%
QXO vs P
+718.8%
-684.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.5% |
| 7D | -7.8% | -1.3% | -6.5% | -7.6% |
| 30D | -18.1% | -11.9% | -6.2% | -16.6% |
| 3M | -25.8% | +41.6% | -67.3% | -30.4% |
| 6M | -41.7% | +58.1% | -99.8% | -46.8% |
| YTD | -36.2% | +46.5% | -82.7% | -41.2% |
| 1Y | -42.1% | +19.1% | -61.2% | -45.6% |
| 3Y | -46.2% | +150.6% | -196.7% | -55.6% |
| 5Y | -70.7% | +271.8% | -342.5% | -78.0% |
| All | +34.5% | +718.8% | -684.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling