-25.2%
QXO vs QS
-46.4%
+21.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.1% |
| 7D | -7.8% | -3.6% | -4.1% | -7.4% |
| 30D | -18.1% | -17.2% | -0.9% | -16.2% |
| 3M | -25.8% | -27.0% | +1.2% | -23.2% |
| 6M | -41.7% | -24.6% | -17.1% | -40.0% |
| YTD | -36.2% | -49.3% | +13.1% | -31.6% |
| 1Y | -42.1% | -40.3% | -1.8% | -39.9% |
| 3Y | -46.2% | -23.8% | -22.3% | -48.4% |
| 5Y | -70.7% | -75.0% | +4.2% | -70.7% |
| All | -25.2% | -46.4% | +21.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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