-5.4%
QXO vs ROP
+331.0%
-336.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -3.9% |
| 7D | -3.9% | -6.1% | +2.3% | -3.2% |
| 30D | -17.4% | -3.4% | -14.0% | -17.0% |
| 3M | -22.5% | +16.7% | -39.2% | -24.1% |
| 6M | -41.4% | +8.1% | -49.5% | -42.1% |
| YTD | -34.1% | -11.7% | -22.4% | -33.2% |
| 1Y | -40.8% | -24.2% | -16.6% | -38.8% |
| 3Y | -43.9% | -19.0% | -24.9% | -43.4% |
| 5Y | -69.6% | -15.9% | -53.7% | -69.7% |
| 10Y | +41.0% | +135.7% | -94.7% | +32.2% |
| All | -5.4% | +331.0% | -336.4% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling