-29.4%
QXO vs UMC
+78.4%
-107.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -16.7% | +8.6% | -5.1% |
| 7D | +2.3% | -25.8% | +28.1% | +7.5% |
| 30D | -3.9% | -42.3% | +38.4% | +5.5% |
| 3M | -26.8% | -30.6% | +3.8% | -22.6% |
| 6M | -38.3% | -2.8% | -35.5% | -39.2% |
| YTD | -39.7% | +73.2% | -112.9% | -44.4% |
| 1Y | -29.4% | +75.5% | -104.9% | -35.5% |
| All | -29.4% | +78.4% | -107.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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