-25.0%
QXO vs USAR
-49.3%
+24.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.9% | +14.0% | +9.5% |
| 7D | +16.6% | -21.8% | +38.3% | +23.1% |
| 30D | +6.6% | -39.9% | +46.5% | +19.4% |
| 3M | -17.5% | -52.5% | +35.1% | -2.5% |
| 6M | -33.8% | -67.9% | +34.2% | -17.1% |
| YTD | -34.4% | -31.1% | -3.3% | -34.1% |
| 1Y | -25.0% | -49.8% | +24.9% | -19.7% |
| All | -25.0% | -49.3% | +24.3% | -19.7% |
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