-5.4%
QXO vs ROL
+589.4%
-594.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -3.9% | -3.3% | -0.6% | -3.2% |
| 30D | -17.4% | -7.2% | -10.1% | -16.0% |
| 3M | -22.5% | -27.0% | +4.5% | -17.3% |
| 6M | -41.4% | -39.5% | -1.9% | -34.8% |
| YTD | -34.1% | -41.8% | +7.7% | -26.1% |
| 1Y | -40.8% | -38.9% | -2.0% | -34.5% |
| 3Y | -43.9% | -0.4% | -43.5% | -44.7% |
| 5Y | -69.6% | -4.2% | -65.4% | -70.3% |
| 10Y | +41.0% | +208.2% | -167.2% | +23.6% |
| All | -5.4% | +589.4% | -594.8% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling