-46.2%
QXO vs URA
+107.9%
-154.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -1.6% |
| 7D | -8.7% | -1.5% | -7.2% | -8.1% |
| 30D | -21.0% | -0.4% | -20.6% | -20.8% |
| 3M | -18.4% | +6.3% | -24.7% | -20.3% |
| 6M | -43.0% | -14.0% | -29.0% | -40.0% |
| YTD | -36.3% | +5.3% | -41.6% | -38.1% |
| 1Y | -42.8% | +11.7% | -54.5% | -46.3% |
| All | -46.2% | +107.9% | -154.1% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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