+36.2%
QCOM vs RJF
+105.7%
-69.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.7% |
| 7D | +5.1% | +1.8% | +3.3% | +4.0% |
| 30D | +4.3% | 0.0% | +4.3% | +4.1% |
| 3M | -19.6% | +18.0% | -37.6% | -27.2% |
| 6M | +29.5% | +17.0% | +12.5% | +17.2% |
| YTD | +3.4% | +11.1% | -7.7% | -4.2% |
| 1Y | +10.9% | +8.0% | +2.9% | +4.4% |
| 3Y | +74.8% | +73.3% | +1.5% | +21.4% |
| 5Y | +36.2% | +107.4% | -71.2% | -12.2% |
| All | +36.2% | +105.7% | -69.5% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling