-47.0%
QXO vs UAL
+189.3%
-236.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.8% |
| 7D | +9.0% | -3.0% | +12.0% | +11.1% |
| 30D | +22.0% | +10.5% | +11.5% | +17.5% |
| 3M | -15.4% | -13.5% | -1.9% | -9.1% |
| 6M | -26.0% | +14.2% | -40.2% | -28.7% |
| YTD | -34.7% | -2.2% | -32.4% | -33.9% |
| 1Y | -28.0% | +12.5% | -40.5% | -30.5% |
| 3Y | -47.0% | +186.8% | -233.9% | -64.3% |
| All | -47.0% | +189.3% | -236.4% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 3y: compounded portfolio wealth divided by compounded UAL 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…
3y analysis · Full analysis span regression · 6 months rolling