-8.6%
QXO vs ROST
+774.5%
-783.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -8.7% | -2.5% | -6.2% | -8.3% |
| 30D | -21.0% | -10.3% | -10.7% | -19.7% |
| 3M | -18.4% | -2.6% | -15.8% | -18.1% |
| 6M | -43.0% | +6.5% | -49.6% | -43.5% |
| YTD | -36.3% | +25.9% | -62.2% | -38.2% |
| 1Y | -42.8% | +52.3% | -95.1% | -45.8% |
| 3Y | -45.8% | +94.6% | -140.3% | -49.9% |
| 5Y | -70.8% | +111.1% | -181.9% | -73.6% |
| 10Y | +36.3% | +308.9% | -272.6% | +49.5% |
| All | -8.6% | +774.5% | -783.1% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling