-8.4%
QXO vs RSG
+861.1%
-869.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -7.8% | 0.0% | -7.8% | -7.8% |
| 30D | -18.1% | +4.0% | -22.1% | -17.9% |
| 3M | -25.8% | +7.4% | -33.1% | -25.4% |
| 6M | -41.7% | +0.1% | -41.8% | -41.6% |
| YTD | -36.2% | +6.0% | -42.2% | -35.9% |
| 1Y | -42.1% | -3.0% | -39.1% | -42.1% |
| 3Y | -46.2% | +56.5% | -102.6% | -44.0% |
| 5Y | -70.7% | +90.9% | -161.6% | -69.0% |
| 10Y | +36.5% | +428.7% | -392.2% | +101.3% |
| All | -8.4% | +861.1% | -869.6% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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