+97.7%
USO vs QXO
-47.1%
+144.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.1% | -7.8% | +16.9% | +9.0% |
| 30D | +21.7% | -18.1% | +39.8% | +21.5% |
| 3M | +20.2% | -25.8% | +46.0% | +20.0% |
| 6M | +43.4% | -41.7% | +85.1% | +43.1% |
| YTD | +124.0% | -36.2% | +160.2% | +123.4% |
| 1Y | +112.2% | -42.1% | +154.3% | +111.7% |
| 3Y | +97.7% | -46.2% | +143.8% | +99.7% |
| All | +97.7% | -47.1% | +144.7% | +99.7% |
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