+34.5%
QXO vs RIG
-41.2%
+75.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -7.8% | -3.1% | -4.7% | -7.6% |
| 30D | -18.1% | -0.5% | -17.6% | -18.1% |
| 3M | -25.8% | -6.0% | -19.8% | -25.6% |
| 6M | -41.7% | -10.1% | -31.6% | -41.6% |
| YTD | -36.2% | +37.3% | -73.5% | -38.1% |
| 1Y | -42.1% | +73.9% | -116.0% | -45.0% |
| 3Y | -46.2% | -30.2% | -16.0% | -46.4% |
| 5Y | -70.7% | +62.5% | -133.2% | -74.0% |
| All | +34.5% | -41.2% | +75.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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