+7,443.4%
QLD vs RJF
+1,082.9%
+6,360.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +3.4% |
| 7D | -10.3% | +3.6% | -13.8% | -12.4% |
| 30D | -26.1% | +3.5% | -29.6% | -28.0% |
| 3M | -17.8% | -8.9% | -8.9% | -12.8% |
| 6M | -15.6% | +2.9% | -18.4% | -18.6% |
| YTD | +5.4% | +2.8% | +2.6% | +0.9% |
| 1Y | +5.2% | +2.7% | +2.6% | +0.8% |
| 3Y | +139.4% | +69.3% | +70.2% | +60.9% |
| 5Y | +66.7% | +75.0% | -8.3% | +11.2% |
| 10Y | +1,422.1% | +378.5% | +1,043.6% | +400.8% |
| All | +7,443.4% | +1,082.9% | +6,360.5% | +1,076.1% |
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