-35.3%
QXO vs USAR
+27.9%
-63.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -1.3% | -2.1% | +0.9% | -0.9% |
| 30D | -16.0% | +2.6% | -18.7% | -16.6% |
| 3M | -17.7% | -35.0% | +17.3% | -12.8% |
| 6M | -42.6% | -6.9% | -35.7% | -44.1% |
| YTD | -30.8% | +48.0% | -78.8% | -37.3% |
| 1Y | -35.3% | +24.8% | -60.1% | -45.0% |
| All | -35.3% | +27.9% | -63.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling