+34.5%
QXO vs TROW
+130.0%
-95.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | -7.8% | -3.2% | -4.6% | -6.9% |
| 30D | -18.1% | -4.6% | -13.5% | -16.9% |
| 3M | -25.8% | -0.7% | -25.1% | -25.4% |
| 6M | -41.7% | +22.2% | -63.9% | -44.8% |
| YTD | -36.2% | +6.6% | -42.8% | -37.2% |
| 1Y | -42.1% | +5.8% | -47.9% | -42.8% |
| 3Y | -46.2% | +11.6% | -57.8% | -48.1% |
| 5Y | -70.7% | -38.9% | -31.8% | -67.6% |
| All | +34.5% | +130.0% | -95.6% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling