+43.3%
SHEL vs QXO
-25.8%
+69.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.1% | -10.4% | -2.0% |
| 7D | -3.2% | +16.6% | -19.7% | -2.6% |
| 30D | +5.5% | +6.6% | -1.0% | +5.9% |
| 3M | +14.4% | -17.5% | +31.8% | +14.0% |
| 6M | +16.2% | -33.8% | +49.9% | +16.7% |
| YTD | +42.4% | -34.4% | +76.8% | +43.0% |
| 1Y | +43.3% | -25.0% | +68.2% | +40.6% |
| All | +43.3% | -25.8% | +69.1% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling