+34.3%
QXO vs RF
+340.3%
-306.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -8.7% | -1.6% | -7.1% | -8.3% |
| 30D | -21.0% | -4.3% | -16.7% | -20.1% |
| 3M | -18.4% | +5.9% | -24.2% | -19.5% |
| 6M | -43.0% | +14.1% | -57.2% | -44.8% |
| YTD | -36.3% | +13.8% | -50.1% | -38.2% |
| 1Y | -42.8% | +15.2% | -58.0% | -44.6% |
| 3Y | -45.8% | +90.6% | -136.3% | -54.2% |
| 5Y | -70.8% | +88.9% | -159.7% | -75.7% |
| All | +34.3% | +340.3% | -306.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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