-29.4%
QXO vs UMAC
-11.2%
-18.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -17.6% | +9.5% | -6.0% |
| 7D | +2.3% | -37.8% | +40.1% | +7.6% |
| 30D | -3.9% | -52.0% | +48.1% | +4.2% |
| 3M | -26.8% | -58.3% | +31.5% | -20.2% |
| 6M | -38.3% | -21.0% | -17.3% | -40.5% |
| YTD | -39.7% | -15.7% | -24.0% | -46.0% |
| 1Y | -29.4% | -9.8% | -19.6% | -37.3% |
| All | -29.4% | -11.2% | -18.2% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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