-25.0%
QXO vs ROST
+54.7%
-79.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +6.1% | +2.0% | +3.7% |
| 7D | +16.6% | +7.8% | +8.8% | +10.8% |
| 30D | +6.6% | +8.6% | -2.0% | +0.6% |
| 3M | -17.5% | -1.9% | -15.5% | -16.7% |
| 6M | -33.8% | +9.1% | -42.9% | -38.4% |
| YTD | -34.4% | +37.2% | -71.6% | -52.0% |
| 1Y | -25.0% | +52.7% | -77.7% | -49.7% |
| All | -25.0% | +54.7% | -79.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling