+333.1%
RCL vs QXO
+34.5%
+298.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.9% | -7.8% | +5.9% | -1.5% |
| 30D | -15.5% | -18.1% | +2.6% | -14.7% |
| 3M | -9.7% | -25.8% | +16.1% | -8.4% |
| 6M | -8.7% | -41.7% | +33.0% | -6.5% |
| YTD | -5.8% | -36.2% | +30.4% | -4.1% |
| 1Y | -24.5% | -42.1% | +17.6% | -22.9% |
| 3Y | +173.9% | -46.2% | +220.1% | +138.9% |
| 5Y | +228.0% | -70.7% | +298.7% | +189.3% |
| All | +333.1% | +34.5% | +298.6% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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