+221.0%
USB vs QXO
-0.7%
+221.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | +1.4% | -1.3% | +2.7% | +1.4% |
| 30D | -1.3% | -16.0% | +14.7% | -1.2% |
| 3M | +15.2% | -17.7% | +33.0% | +15.3% |
| 6M | +18.8% | -42.6% | +61.4% | +19.2% |
| YTD | +21.0% | -30.8% | +51.8% | +21.2% |
| 1Y | +34.0% | -35.3% | +69.3% | +34.2% |
| 3Y | +95.3% | -46.3% | +141.6% | +93.4% |
| 5Y | +40.4% | -69.2% | +109.5% | +39.0% |
| 10Y | +107.3% | +62.1% | +45.2% | +104.8% |
| All | +221.0% | -0.7% | +221.7% | +214.0% |
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 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