+250.8%
QCOM vs RJF
+323.1%
-72.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +2.0% |
| 7D | +2.0% | -0.9% | +2.9% | +2.5% |
| 30D | +1.2% | +5.3% | -4.1% | -1.2% |
| 3M | +9.1% | -6.8% | +16.0% | +12.7% |
| 6M | -25.0% | +11.4% | -36.4% | -29.7% |
| YTD | +4.8% | +5.5% | -0.7% | +0.4% |
| 1Y | +3.6% | +3.7% | -0.1% | +0.1% |
| 3Y | +51.5% | +73.4% | -21.9% | +11.7% |
| 5Y | +19.7% | +78.3% | -58.6% | -13.7% |
| All | +250.8% | +323.1% | -72.3% | +71.2% |
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