+192.9%
XOM vs QXO
+34.5%
+158.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.1% | -7.8% | +11.9% | +4.2% |
| 30D | +4.6% | -18.1% | +22.7% | +4.8% |
| 3M | +14.0% | -25.8% | +39.7% | +14.3% |
| 6M | +11.0% | -41.7% | +52.7% | +11.5% |
| YTD | +40.7% | -36.2% | +76.9% | +41.1% |
| 1Y | +52.3% | -42.1% | +94.4% | +52.9% |
| 3Y | +60.5% | -46.2% | +106.6% | +53.0% |
| 5Y | +266.4% | -70.7% | +337.1% | +250.6% |
| All | +192.9% | +34.5% | +158.4% | +179.9% |
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 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