+190.0%
T vs QXO
-5.4%
+195.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.8% |
| 7D | -3.1% | -3.9% | +0.8% | -3.1% |
| 30D | +4.6% | -17.4% | +21.9% | +4.6% |
| 3M | +12.2% | -22.5% | +34.7% | +12.3% |
| 6M | -6.5% | -41.4% | +34.9% | -6.4% |
| YTD | +4.9% | -34.1% | +39.0% | +4.9% |
| 1Y | -10.5% | -40.8% | +30.3% | -10.4% |
| 3Y | +104.6% | -43.9% | +148.5% | +103.8% |
| 5Y | +64.2% | -69.6% | +133.8% | +63.7% |
| 10Y | +68.4% | +41.0% | +27.5% | +67.4% |
| All | +190.0% | -5.4% | +195.4% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling