-27.8%
QXO vs REPL
-19.2%
-8.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -7.8% | -14.1% | +6.3% | -6.9% |
| 30D | -18.1% | -15.2% | -2.9% | -17.3% |
| 3M | -25.8% | +49.9% | -75.6% | -30.4% |
| 6M | -41.7% | +63.5% | -105.3% | -49.9% |
| YTD | -36.2% | +32.9% | -69.1% | -44.4% |
| 1Y | -42.1% | +115.0% | -157.1% | -54.6% |
| 3Y | -46.2% | -34.7% | -11.4% | -62.7% |
| 5Y | -70.7% | -59.7% | -11.1% | -79.5% |
| All | -27.8% | -19.2% | -8.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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