-18.6%
QXO vs P
+485.4%
-503.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | -1.3% | +6.5% | -7.8% | -2.3% |
| 30D | -16.0% | +18.8% | -34.9% | -18.7% |
| 3M | -17.7% | +26.7% | -44.5% | -21.5% |
| 6M | -42.6% | +62.2% | -104.8% | -47.9% |
| YTD | -30.8% | +48.5% | -79.3% | -36.4% |
| 1Y | -35.3% | +26.4% | -61.7% | -39.8% |
| 3Y | -46.3% | +159.4% | -205.7% | -56.1% |
| 5Y | -69.2% | +275.8% | -345.0% | -76.9% |
| 10Y | +62.1% | +732.0% | -669.9% | +0.8% |
| All | -18.6% | +485.4% | -503.9% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling