+34.5%
QXO vs RBA
+206.5%
-172.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.6% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | -18.1% | -2.9% | -15.2% | -17.7% |
| 3M | -25.8% | -20.9% | -4.8% | -22.6% |
| 6M | -41.7% | -17.7% | -24.0% | -39.6% |
| YTD | -36.2% | -18.2% | -18.0% | -33.9% |
| 1Y | -42.1% | -29.1% | -13.0% | -38.7% |
| 3Y | -46.2% | +29.5% | -75.7% | -47.2% |
| 5Y | -70.7% | +40.2% | -111.0% | -72.2% |
| All | +34.5% | +206.5% | -172.0% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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