-46.2%
QXO vs USAR
+53.0%
-99.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.4% |
| 7D | -7.8% | -11.6% | +3.9% | -6.8% |
| 30D | -18.1% | -15.5% | -2.6% | -16.9% |
| 3M | -25.8% | -31.0% | +5.3% | -23.7% |
| 6M | -41.7% | -26.2% | -15.5% | -41.0% |
| YTD | -36.2% | +30.8% | -66.9% | -37.7% |
| 1Y | -42.1% | +7.1% | -49.2% | -43.3% |
| 3Y | -46.2% | +53.0% | -99.1% | -32.0% |
| All | -46.2% | +53.0% | -99.1% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling