-8.6%
QXO vs UL
+171.2%
-179.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -8.7% | -4.1% | -4.6% | -8.2% |
| 30D | -21.0% | -1.2% | -19.8% | -20.8% |
| 3M | -18.4% | +6.0% | -24.4% | -19.0% |
| 6M | -43.0% | -5.5% | -37.5% | -42.7% |
| YTD | -36.3% | -3.3% | -33.0% | -36.0% |
| 1Y | -42.8% | -9.8% | -33.0% | -42.1% |
| 3Y | -45.8% | +20.1% | -65.9% | -47.9% |
| 5Y | -70.8% | +19.2% | -90.0% | -72.0% |
| 10Y | +36.3% | +65.4% | -29.1% | +32.1% |
| All | -8.6% | +171.2% | -179.8% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling