-24.4%
QXO vs ROIV
+288.8%
-313.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -7.8% | +16.9% | -24.7% | -9.9% |
| 30D | -18.1% | +12.9% | -31.0% | -19.6% |
| 3M | -25.8% | +37.3% | -63.1% | -29.1% |
| 6M | -41.7% | +38.0% | -79.7% | -44.3% |
| YTD | -36.2% | +88.1% | -124.3% | -41.3% |
| 1Y | -42.1% | +183.3% | -225.4% | -49.1% |
| 3Y | -46.2% | +254.6% | -300.8% | -54.4% |
| 5Y | -70.7% | +309.8% | -380.6% | -76.3% |
| All | -24.4% | +288.8% | -313.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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