-46.2%
QXO vs UL
+20.7%
-66.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -7.8% | -3.4% | -4.4% | -7.5% |
| 30D | -18.1% | +0.5% | -18.6% | -18.1% |
| 3M | -25.8% | +7.2% | -33.0% | -25.9% |
| 6M | -41.7% | -3.1% | -38.7% | -42.2% |
| YTD | -36.2% | -2.7% | -33.5% | -36.1% |
| 1Y | -42.1% | -10.2% | -31.9% | -42.7% |
| 3Y | -46.2% | +20.3% | -66.4% | -52.9% |
| All | -46.2% | +20.7% | -66.8% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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