-8.4%
QXO vs RJF
+796.6%
-805.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.8% | -2.7% | -5.1% | -7.3% |
| 30D | -18.1% | -4.3% | -13.8% | -17.3% |
| 3M | -25.8% | +15.7% | -41.5% | -28.0% |
| 6M | -41.7% | +17.8% | -59.5% | -43.7% |
| YTD | -36.2% | +9.2% | -45.4% | -37.4% |
| 1Y | -42.1% | +2.8% | -44.9% | -42.5% |
| 3Y | -46.2% | +69.5% | -115.6% | -51.6% |
| 5Y | -70.7% | +105.9% | -176.7% | -74.8% |
| 10Y | +36.5% | +424.9% | -388.3% | +5.8% |
| All | -8.4% | +796.6% | -805.0% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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