+215.2%
XLY vs QXO
+34.5%
+180.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | -7.8% | +6.1% | -1.5% |
| 30D | -4.2% | -18.1% | +13.9% | -3.8% |
| 3M | -2.7% | -25.8% | +23.1% | -2.2% |
| 6M | -0.6% | -41.7% | +41.1% | +0.2% |
| YTD | -5.0% | -36.2% | +31.2% | -4.4% |
| 1Y | -4.1% | -42.1% | +38.0% | -3.4% |
| 3Y | +33.6% | -46.2% | +79.7% | +27.8% |
| 5Y | +28.7% | -70.7% | +99.4% | +23.1% |
| All | +215.2% | +34.5% | +180.7% | +189.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling