-26.0%
UPS vs QXO
-47.1%
+21.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | -7.8% | +5.8% | -1.9% |
| 30D | -2.0% | -18.1% | +16.1% | -1.8% |
| 3M | -6.2% | -25.8% | +19.5% | -6.0% |
| 6M | +2.8% | -41.7% | +44.5% | +3.2% |
| YTD | +5.9% | -36.2% | +42.1% | +6.3% |
| 1Y | +26.2% | -42.1% | +68.3% | +26.7% |
| 3Y | -26.0% | -46.2% | +20.1% | -28.1% |
| All | -26.0% | -47.1% | +21.1% | -28.1% |
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