+274.5%
XLB vs QXO
-5.4%
+280.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.0% |
| 7D | -2.9% | -3.9% | +0.9% | -2.9% |
| 30D | -3.4% | -17.4% | +14.0% | -3.2% |
| 3M | +1.6% | -22.5% | +24.1% | +1.8% |
| 6M | +3.6% | -41.4% | +45.0% | +4.0% |
| YTD | +14.2% | -34.1% | +48.4% | +14.5% |
| 1Y | +15.6% | -40.8% | +56.4% | +15.9% |
| 3Y | +33.1% | -43.9% | +77.0% | +31.5% |
| 5Y | +35.0% | -69.6% | +104.6% | +33.5% |
| 10Y | +164.5% | +41.0% | +123.6% | +158.2% |
| All | +274.5% | -5.4% | +280.0% | +253.6% |
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