-34.6%
QID vs RJF
+5.1%
-39.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +1.3% | -2.7% | +4.0% | +0.3% |
| 30D | +2.9% | -4.3% | +7.2% | +1.5% |
| 3M | -0.7% | +15.7% | -16.4% | +4.8% |
| 6M | -29.7% | +17.8% | -47.5% | -24.2% |
| YTD | -27.9% | +9.2% | -37.0% | -23.6% |
| 1Y | -34.6% | +2.8% | -37.3% | -31.3% |
| All | -34.6% | +5.1% | -39.6% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling