-46.2%
QXO vs ROK
+51.1%
-97.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -7.8% | -1.2% | -6.5% | -7.4% |
| 30D | -18.1% | -4.8% | -13.3% | -16.9% |
| 3M | -25.8% | -6.1% | -19.7% | -24.5% |
| 6M | -41.7% | +15.5% | -57.2% | -43.2% |
| YTD | -36.2% | +11.2% | -47.4% | -37.3% |
| 1Y | -42.1% | +23.8% | -65.9% | -43.4% |
| 3Y | -46.2% | +53.1% | -99.3% | -38.7% |
| All | -46.2% | +51.1% | -97.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling