+91.5%
USB vs QXO
-50.2%
+141.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | 0.0% | +4.7% | -4.7% | -0.1% |
| 30D | +5.8% | +2.2% | +3.6% | +5.8% |
| 3M | -6.0% | -23.8% | +17.9% | -5.7% |
| 6M | +7.8% | -41.4% | +49.2% | +8.3% |
| YTD | +14.6% | -40.1% | +54.7% | +15.1% |
| 1Y | +31.8% | -28.4% | +60.2% | +32.1% |
| 3Y | +91.5% | -49.6% | +141.1% | +93.0% |
| All | +91.5% | -50.2% | +141.7% | +93.0% |
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