-1.4%
QXO vs RL
+161.7%
-163.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +2.9% | +1.9% | +1.0% | +2.6% |
| 30D | -18.0% | -12.2% | -5.8% | -16.7% |
| 3M | -14.7% | -6.6% | -8.1% | -13.9% |
| 6M | -39.2% | +3.2% | -42.4% | -39.3% |
| YTD | -31.3% | -1.3% | -30.0% | -31.1% |
| 1Y | -39.7% | +13.6% | -53.3% | -40.2% |
| 3Y | -41.5% | +210.9% | -252.4% | -46.4% |
| 5Y | -67.0% | +246.9% | -313.8% | -70.6% |
| 10Y | +44.7% | +310.1% | -265.4% | +25.2% |
| All | -1.4% | +161.7% | -163.1% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling