+34.5%
QXO vs RRX
+228.4%
-193.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.8% |
| 7D | -7.8% | -0.3% | -7.4% | -7.7% |
| 30D | -18.1% | -6.1% | -12.0% | -16.8% |
| 3M | -25.8% | -23.1% | -2.7% | -21.2% |
| 6M | -41.7% | -19.5% | -22.2% | -38.8% |
| YTD | -36.2% | +16.1% | -52.3% | -38.4% |
| 1Y | -42.1% | +12.9% | -55.0% | -43.8% |
| 3Y | -46.2% | +7.9% | -54.1% | -49.9% |
| 5Y | -70.7% | +19.1% | -89.8% | -73.6% |
| All | +34.5% | +228.4% | -193.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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