+34.5%
QXO vs XRT
+128.2%
-93.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.6% |
| 7D | -7.8% | -3.2% | -4.6% | -6.2% |
| 30D | -18.1% | -4.5% | -13.6% | -16.0% |
| 3M | -25.8% | -3.1% | -22.7% | -24.2% |
| 6M | -41.7% | +4.2% | -46.0% | -42.3% |
| YTD | -36.2% | -0.1% | -36.1% | -35.2% |
| 1Y | -42.1% | -3.0% | -39.0% | -40.2% |
| 3Y | -46.2% | +41.8% | -87.9% | -53.2% |
| 5Y | -70.7% | -1.3% | -69.4% | -71.5% |
| All | +34.5% | +128.2% | -93.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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