+281.8%
QCOM vs RJF
+428.4%
-146.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +4.4% | -0.3% | +4.6% | +4.4% |
| 30D | +9.4% | -2.0% | +11.4% | +10.3% |
| 3M | -13.7% | +16.3% | -30.0% | -20.3% |
| 6M | +28.9% | +16.9% | +12.0% | +18.1% |
| YTD | +4.7% | +10.4% | -5.7% | -1.7% |
| 1Y | +13.5% | +7.4% | +6.1% | +7.9% |
| 3Y | +77.1% | +72.2% | +4.9% | +31.6% |
| 5Y | +38.9% | +105.1% | -66.2% | -5.8% |
| 10Y | +281.8% | +430.9% | -149.2% | +74.1% |
| All | +281.8% | +428.4% | -146.7% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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