+15.6%
U vs QXO
-47.1%
+62.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.5% |
| 7D | +5.5% | -7.8% | +13.3% | +5.7% |
| 30D | -1.3% | -18.1% | +16.8% | -0.8% |
| 3M | +64.6% | -25.8% | +90.3% | +65.6% |
| 6M | +119.4% | -41.7% | +161.1% | +121.7% |
| YTD | -0.5% | -36.2% | +35.7% | +0.2% |
| 1Y | +1.3% | -42.1% | +43.4% | +2.1% |
| 3Y | +15.6% | -46.2% | +61.8% | +11.2% |
| All | +15.6% | -47.1% | +62.7% | +11.2% |
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