-69.6%
QXO vs RF
+88.8%
-158.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -3.9% | -0.1% | -3.7% | -3.8% |
| 30D | -17.4% | -4.0% | -13.3% | -16.1% |
| 3M | -22.5% | +5.6% | -28.1% | -23.9% |
| 6M | -41.4% | +13.1% | -54.5% | -43.7% |
| YTD | -34.1% | +13.6% | -47.7% | -36.7% |
| 1Y | -40.8% | +16.0% | -56.8% | -43.5% |
| 3Y | -43.9% | +90.2% | -134.1% | -54.4% |
| 5Y | -69.6% | +87.0% | -156.6% | -76.6% |
| All | -69.6% | +88.8% | -158.4% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling