-100.0%
QID vs RJF
+1,155.1%
-1,255.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | -0.4% |
| 7D | -2.7% | +1.8% | -4.5% | -1.5% |
| 30D | +1.8% | 0.0% | +1.8% | +1.9% |
| 3M | -2.2% | +18.0% | -20.1% | +10.0% |
| 6M | -32.1% | +17.0% | -49.1% | -23.6% |
| YTD | -28.6% | +11.1% | -39.7% | -21.8% |
| 1Y | -36.3% | +8.0% | -44.3% | -31.3% |
| 3Y | -74.4% | +73.3% | -147.7% | -57.6% |
| 5Y | -80.8% | +107.4% | -188.2% | -58.0% |
| 10Y | -99.1% | +428.5% | -527.6% | -94.8% |
| All | -100.0% | +1,155.1% | -1,255.1% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling