+34.5%
QXO vs RY
+377.3%
-342.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.8% | -2.2% | -5.6% | -6.8% |
| 30D | -18.1% | -3.6% | -14.5% | -16.7% |
| 3M | -25.8% | +3.9% | -29.7% | -26.9% |
| 6M | -41.7% | +26.4% | -68.1% | -47.1% |
| YTD | -36.2% | +22.3% | -58.5% | -41.3% |
| 1Y | -42.1% | +43.7% | -85.8% | -50.0% |
| 3Y | -46.2% | +154.0% | -200.1% | -63.2% |
| 5Y | -70.7% | +137.6% | -208.3% | -79.8% |
| All | +34.5% | +377.3% | -342.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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