+34.5%
QXO vs RRC
+4.9%
+29.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -7.8% | -1.8% | -6.0% | -7.7% |
| 30D | -18.1% | +2.7% | -20.8% | -18.3% |
| 3M | -25.8% | +8.8% | -34.6% | -26.3% |
| 6M | -41.7% | -1.2% | -40.5% | -41.9% |
| YTD | -36.2% | +17.6% | -53.8% | -37.4% |
| 1Y | -42.1% | +18.4% | -60.5% | -43.3% |
| 3Y | -46.2% | +33.1% | -79.2% | -48.3% |
| 5Y | -70.7% | +148.2% | -218.9% | -74.5% |
| All | +34.5% | +4.9% | +29.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling