-70.8%
QXO vs ROST
+114.0%
-184.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | -0.8% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -18.1% | -6.9% | -11.2% | -15.8% |
| 3M | -25.8% | -3.3% | -22.4% | -25.0% |
| 6M | -41.7% | +9.0% | -50.8% | -43.9% |
| YTD | -36.2% | +28.9% | -65.0% | -42.2% |
| 1Y | -42.1% | +54.0% | -96.1% | -50.8% |
| 3Y | -46.2% | +100.7% | -146.9% | -58.5% |
| All | -70.8% | +114.0% | -184.8% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling