-8.6%
QXO vs ROK
+613.0%
-621.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -8.7% | -1.6% | -7.1% | -8.3% |
| 30D | -21.0% | -5.4% | -15.5% | -19.9% |
| 3M | -18.4% | -4.0% | -14.4% | -17.6% |
| 6M | -43.0% | +13.3% | -56.4% | -44.3% |
| YTD | -36.3% | +9.3% | -45.6% | -37.2% |
| 1Y | -42.8% | +25.8% | -68.6% | -44.9% |
| 3Y | -45.8% | +49.1% | -94.9% | -50.2% |
| 5Y | -70.8% | +45.9% | -116.6% | -73.5% |
| 10Y | +36.3% | +349.9% | -313.6% | +0.1% |
| All | -8.6% | +613.0% | -621.6% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling