+34.5%
QXO vs ROL
+211.6%
-177.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -7.8% | -3.2% | -4.6% | -7.0% |
| 30D | -18.1% | -4.9% | -13.2% | -17.1% |
| 3M | -25.8% | -25.8% | +0.1% | -20.2% |
| 6M | -41.7% | -37.6% | -4.2% | -34.4% |
| YTD | -36.2% | -41.5% | +5.3% | -27.1% |
| 1Y | -42.1% | -39.5% | -2.6% | -34.6% |
| 3Y | -46.2% | +0.1% | -46.3% | -47.5% |
| 5Y | -70.7% | -4.6% | -66.1% | -71.7% |
| All | +34.5% | +211.6% | -177.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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