-8.4%
QXO vs RMBS
+1,431.2%
-1,439.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -7.8% | +1.8% | -9.6% | -8.1% |
| 30D | -18.1% | -13.9% | -4.2% | -15.5% |
| 3M | -25.8% | -39.8% | +14.0% | -18.1% |
| 6M | -41.7% | -6.0% | -35.7% | -42.5% |
| YTD | -36.2% | -5.4% | -30.8% | -38.0% |
| 1Y | -42.1% | -1.8% | -40.3% | -44.7% |
| 3Y | -46.2% | +53.7% | -99.8% | -52.4% |
| 5Y | -70.7% | +268.5% | -339.2% | -79.9% |
| 10Y | +36.5% | +563.9% | -527.4% | -23.5% |
| All | -8.4% | +1,431.2% | -1,439.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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