+209.0%
XLE vs QXO
-1.4%
+210.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.1% |
| 7D | 0.0% | +2.9% | -2.9% | 0.0% |
| 30D | +12.6% | -18.0% | +30.7% | +12.8% |
| 3M | +11.8% | -14.7% | +26.6% | +11.9% |
| 6M | +16.1% | -39.2% | +55.3% | +16.4% |
| YTD | +46.9% | -31.3% | +78.2% | +47.1% |
| 1Y | +53.3% | -39.7% | +92.9% | +53.6% |
| 3Y | +54.9% | -41.5% | +96.4% | +51.5% |
| 5Y | +225.7% | -67.0% | +292.7% | +218.7% |
| 10Y | +170.7% | +44.7% | +125.9% | +161.0% |
| All | +209.0% | -1.4% | +210.4% | +190.0% |
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