+34.5%
QXO vs RL
+311.3%
-276.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -7.8% | -3.4% | -4.3% | -7.2% |
| 30D | -18.1% | -14.4% | -3.7% | -16.0% |
| 3M | -25.8% | -13.6% | -12.2% | -24.0% |
| 6M | -41.7% | +0.6% | -42.3% | -41.6% |
| YTD | -36.2% | -3.6% | -32.6% | -35.6% |
| 1Y | -42.1% | +8.3% | -50.4% | -42.4% |
| 3Y | -46.2% | +204.8% | -250.9% | -52.5% |
| 5Y | -70.7% | +232.9% | -303.7% | -75.2% |
| All | +34.5% | +311.3% | -276.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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