-99.1%
QID vs RJF
+429.3%
-528.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +1.3% | -2.7% | +4.0% | -0.9% |
| 30D | +2.9% | -4.3% | +7.2% | -0.4% |
| 3M | -0.7% | +15.7% | -16.4% | +11.6% |
| 6M | -29.7% | +17.8% | -47.5% | -19.1% |
| YTD | -27.9% | +9.2% | -37.0% | -21.4% |
| 1Y | -34.6% | +2.8% | -37.3% | -31.7% |
| 3Y | -73.5% | +69.5% | -143.0% | -53.9% |
| 5Y | -81.0% | +105.9% | -186.9% | -54.4% |
| All | -99.1% | +429.3% | -528.4% | -94.6% |
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