+34.5%
QXO vs UMC
+1,863.6%
-1,829.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | -7.8% | +9.0% | -16.8% | -8.8% |
| 30D | -18.1% | +17.2% | -35.3% | -19.8% |
| 3M | -25.8% | +11.4% | -37.2% | -27.3% |
| 6M | -41.7% | +137.5% | -179.2% | -47.9% |
| YTD | -36.2% | +193.1% | -229.3% | -44.4% |
| 1Y | -42.1% | +240.3% | -282.4% | -50.4% |
| 3Y | -46.2% | +262.2% | -308.3% | -54.3% |
| 5Y | -70.7% | +143.1% | -213.8% | -74.9% |
| All | +34.5% | +1,863.6% | -1,829.1% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling