+34.5%
QXO vs RNG
+222.9%
-188.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -7.8% | -6.1% | -1.7% | -7.0% |
| 30D | -18.1% | +9.6% | -27.7% | -19.2% |
| 3M | -25.8% | +83.3% | -109.1% | -32.1% |
| 6M | -41.7% | +77.9% | -119.7% | -47.1% |
| YTD | -36.2% | +139.9% | -176.1% | -45.3% |
| 1Y | -42.1% | +121.7% | -163.8% | -49.9% |
| 3Y | -46.2% | +121.9% | -168.0% | -54.6% |
| 5Y | -70.7% | -68.4% | -2.4% | -70.4% |
| All | +34.5% | +222.9% | -188.4% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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