+263.1%
XLP vs QXO
-0.7%
+263.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.0% | -1.3% | +0.2% | -1.0% |
| 30D | -0.9% | -16.0% | +15.2% | -0.8% |
| 3M | +3.8% | -17.7% | +21.6% | +3.8% |
| 6M | -1.7% | -42.6% | +40.9% | -1.6% |
| YTD | +10.3% | -30.8% | +41.0% | +10.3% |
| 1Y | +7.8% | -35.3% | +43.1% | +7.9% |
| 3Y | +27.2% | -46.3% | +73.5% | +26.8% |
| 5Y | +32.5% | -69.2% | +101.7% | +32.2% |
| 10Y | +101.8% | +62.1% | +39.7% | +101.4% |
| All | +263.1% | -0.7% | +263.8% | +268.9% |
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