-35.7%
U vs QXO
-4.6%
-31.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.5% |
| 7D | +5.5% | -7.8% | +13.3% | +5.9% |
| 30D | -1.3% | -18.1% | +16.8% | -0.4% |
| 3M | +64.6% | -25.8% | +90.3% | +66.5% |
| 6M | +119.4% | -41.7% | +161.1% | +123.7% |
| YTD | -0.5% | -36.2% | +35.7% | +0.7% |
| 1Y | +1.3% | -42.1% | +43.4% | +2.9% |
| 3Y | +15.6% | -46.2% | +61.8% | +3.3% |
| 5Y | -67.5% | -70.7% | +3.3% | -71.5% |
| All | -35.7% | -4.6% | -31.1% | -58.3% |
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