-70.8%
QXO vs URA
+91.2%
-162.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +1.5% |
| 7D | -7.8% | -5.5% | -2.3% | -5.7% |
| 30D | -18.1% | -3.7% | -14.4% | -16.8% |
| 3M | -25.8% | -2.9% | -22.9% | -24.9% |
| 6M | -41.7% | -15.2% | -26.5% | -38.2% |
| YTD | -36.2% | +1.9% | -38.1% | -37.2% |
| 1Y | -42.1% | +6.9% | -49.0% | -44.8% |
| 3Y | -46.2% | +99.6% | -145.8% | -61.5% |
| All | -70.8% | +91.2% | -162.0% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling