+8,229.2%
QLD vs RJF
+1,114.3%
+7,114.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +5.0% |
| 7D | -1.2% | -0.9% | -0.3% | -0.3% |
| 30D | -15.7% | +5.3% | -21.1% | -18.8% |
| 3M | -10.0% | -6.8% | -3.2% | -5.9% |
| 6M | -11.2% | +11.4% | -22.6% | -19.0% |
| YTD | +16.4% | +5.5% | +10.8% | +9.4% |
| 1Y | +12.7% | +3.7% | +9.0% | +7.3% |
| 3Y | +152.3% | +73.4% | +78.9% | +66.7% |
| 5Y | +91.8% | +78.3% | +13.4% | +26.3% |
| 10Y | +1,520.2% | +328.4% | +1,191.8% | +474.7% |
| All | +8,229.2% | +1,114.3% | +7,114.9% | +1,175.8% |
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