-8.6%
QXO vs XYL
+373.4%
-382.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -8.7% | -1.2% | -7.5% | -8.4% |
| 30D | -21.0% | -13.2% | -7.8% | -18.4% |
| 3M | -18.4% | -0.2% | -18.2% | -18.1% |
| 6M | -43.0% | -12.5% | -30.5% | -41.1% |
| YTD | -36.3% | -20.9% | -15.4% | -32.9% |
| 1Y | -42.8% | -21.6% | -21.2% | -39.6% |
| 3Y | -45.8% | +16.1% | -61.9% | -43.9% |
| 5Y | -70.8% | -15.6% | -55.2% | -69.2% |
| 10Y | +36.3% | +147.7% | -111.4% | +54.5% |
| All | -8.6% | +373.4% | -382.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 all: compounded portfolio wealth divided by compounded XYL 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…
all analysis · Full analysis span regression · 6 months rolling