+141.3%
XLC vs QXO
-35.3%
+176.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.6% |
| 7D | -1.7% | -8.7% | +7.0% | -1.5% |
| 30D | +0.2% | -21.0% | +21.2% | +0.5% |
| 3M | +0.7% | -18.4% | +19.1% | +0.9% |
| 6M | -4.5% | -43.0% | +38.6% | -3.9% |
| YTD | -4.7% | -36.3% | +31.6% | -4.3% |
| 1Y | -1.5% | -42.8% | +41.3% | -1.0% |
| 3Y | +72.2% | -45.8% | +118.0% | +65.4% |
| 5Y | +39.3% | -70.8% | +110.1% | +34.1% |
| All | +141.3% | -35.3% | +176.6% | +116.9% |
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