-5.4%
QXO vs URA
+35.0%
-40.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -3.6% |
| 7D | -3.9% | +5.7% | -9.6% | -5.6% |
| 30D | -17.4% | +5.6% | -22.9% | -18.8% |
| 3M | -22.5% | +6.2% | -28.7% | -23.8% |
| 6M | -41.4% | -8.2% | -33.2% | -40.0% |
| YTD | -34.1% | +9.7% | -43.8% | -36.3% |
| 1Y | -40.8% | +17.0% | -57.8% | -44.4% |
| 3Y | -43.9% | +118.5% | -162.4% | -57.7% |
| 5Y | -69.6% | +134.3% | -203.9% | -78.2% |
| 10Y | +41.0% | +377.5% | -336.5% | -13.4% |
| All | -5.4% | +35.0% | -40.4% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling