-8.6%
QXO vs RIO
+360.8%
-369.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.3% |
| 7D | -8.7% | -3.4% | -5.3% | -7.9% |
| 30D | -21.0% | +0.6% | -21.5% | -21.1% |
| 3M | -18.4% | +2.5% | -20.9% | -18.8% |
| 6M | -43.0% | +10.8% | -53.8% | -44.2% |
| YTD | -36.3% | +30.5% | -66.8% | -39.6% |
| 1Y | -42.8% | +68.1% | -110.9% | -48.5% |
| 3Y | -45.8% | +94.0% | -139.8% | -52.7% |
| 5Y | -70.8% | +92.0% | -162.8% | -75.2% |
| 10Y | +36.3% | +589.0% | -552.7% | -23.5% |
| All | -8.6% | +360.8% | -369.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 all: compounded portfolio wealth divided by compounded RIO 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…
all analysis · Full analysis span regression · 6 months rolling