+110.2%
T vs QXO
-47.1%
+157.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.5% | -7.8% | +9.3% | +1.5% |
| 30D | +7.5% | -18.1% | +25.6% | +7.5% |
| 3M | +14.8% | -25.8% | +40.6% | +14.8% |
| 6M | -1.7% | -41.7% | +40.0% | -1.8% |
| YTD | +8.7% | -36.2% | +44.9% | +8.7% |
| 1Y | -7.5% | -42.1% | +34.6% | -7.5% |
| 3Y | +110.2% | -46.2% | +156.4% | +109.7% |
| All | +110.2% | -47.1% | +157.3% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling