-70.8%
QXO vs ROP
-16.2%
-54.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.8% | -4.6% | -3.2% | -7.8% |
| 30D | -18.1% | -1.7% | -16.4% | -18.1% |
| 3M | -25.8% | +17.1% | -42.8% | -25.7% |
| 6M | -41.7% | +10.9% | -52.6% | -41.6% |
| YTD | -36.2% | -12.1% | -24.1% | -35.6% |
| 1Y | -42.1% | -24.2% | -17.9% | -41.5% |
| 3Y | -46.2% | -20.4% | -25.8% | -47.7% |
| All | -70.8% | -16.2% | -54.6% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling