-83.3%
QXO vs S
-57.1%
-26.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -7.8% | -0.7% | -7.1% | -7.7% |
| 30D | -18.1% | -11.4% | -6.7% | -16.4% |
| 3M | -25.8% | +33.8% | -59.6% | -30.7% |
| 6M | -41.7% | +39.5% | -81.2% | -46.7% |
| YTD | -36.2% | +31.7% | -67.9% | -41.1% |
| 1Y | -42.1% | +7.0% | -49.1% | -44.3% |
| 3Y | -46.2% | +11.8% | -57.9% | -49.6% |
| 5Y | -70.7% | -69.0% | -1.7% | -67.2% |
| All | -83.3% | -57.1% | -26.2% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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