+34.5%
QXO vs URI
+1,233.9%
-1,199.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.8% | -2.1% | -5.7% | -7.4% |
| 30D | -18.1% | -12.4% | -5.7% | -16.0% |
| 3M | -25.8% | -7.3% | -18.5% | -24.6% |
| 6M | -41.7% | +27.2% | -68.9% | -44.1% |
| YTD | -36.2% | +23.0% | -59.1% | -38.4% |
| 1Y | -42.1% | +3.9% | -46.0% | -42.7% |
| 3Y | -46.2% | +121.6% | -167.8% | -52.6% |
| 5Y | -70.7% | +201.1% | -271.8% | -76.1% |
| All | +34.5% | +1,233.9% | -1,199.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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