-29.4%
QXO vs TROW
+12.7%
-42.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.4% | -4.6% | -4.8% |
| 7D | +2.3% | +2.0% | +0.3% | +0.9% |
| 30D | -3.9% | +4.9% | -8.8% | -7.7% |
| 3M | -26.8% | -4.3% | -22.5% | -23.8% |
| 6M | -38.3% | +7.0% | -45.3% | -40.9% |
| YTD | -39.7% | +10.4% | -50.1% | -46.1% |
| 1Y | -29.4% | +11.8% | -41.2% | -38.5% |
| All | -29.4% | +12.7% | -42.2% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling