+533.2%
XYZ vs QXO
-0.7%
+533.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -1.7% | -16.0% | +14.3% | -0.9% |
| 3M | +16.7% | -17.7% | +34.5% | +17.6% |
| 6M | +26.9% | -42.6% | +69.5% | +29.7% |
| YTD | +27.1% | -30.8% | +57.9% | +28.8% |
| 1Y | +9.3% | -35.3% | +44.6% | +10.8% |
| 3Y | +42.3% | -46.3% | +88.6% | +25.6% |
| 5Y | -69.3% | -69.2% | -0.1% | -72.8% |
| 10Y | +586.8% | +62.1% | +524.7% | +423.8% |
| All | +533.2% | -0.7% | +533.9% | +376.5% |
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