-41.7%
QXO vs ROK
+15.8%
-57.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.3% |
| 7D | -7.8% | -1.2% | -6.5% | -6.8% |
| 30D | -18.1% | -4.8% | -13.3% | -14.5% |
| 3M | -25.8% | -6.1% | -19.7% | -23.5% |
| 6M | -41.7% | +15.5% | -57.2% | -53.1% |
| All | -41.7% | +15.8% | -57.6% | -53.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling