-47.0%
QXO vs RF
+119.8%
-166.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.3% |
| 7D | +9.0% | +1.9% | +7.1% | +8.0% |
| 30D | +22.0% | +7.3% | +14.6% | +18.1% |
| 3M | -15.4% | -7.9% | -7.5% | -11.5% |
| 6M | -26.0% | +10.5% | -36.5% | -29.1% |
| YTD | -34.7% | +9.6% | -44.3% | -36.9% |
| 1Y | -28.0% | +20.3% | -48.3% | -32.8% |
| 3Y | -47.0% | +119.5% | -166.6% | -49.1% |
| All | -47.0% | +119.8% | -166.9% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling