-46.2%
QXO vs ROP
-19.1%
-27.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.4% |
| 7D | -8.7% | -8.0% | -0.7% | -10.3% |
| 30D | -21.0% | -2.7% | -18.2% | -21.4% |
| 3M | -18.4% | +16.6% | -35.0% | -15.2% |
| 6M | -43.0% | +10.4% | -53.4% | -41.4% |
| YTD | -36.3% | -12.1% | -24.2% | -38.2% |
| 1Y | -42.8% | -23.6% | -19.2% | -47.3% |
| All | -46.2% | -19.1% | -27.1% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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