+1,569.6%
QQQ vs RJF
+4,635.9%
-3,066.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.5% | +1.8% | -0.2% | +0.8% |
| 30D | -0.6% | 0.0% | -0.6% | -0.7% |
| 3M | +0.4% | +18.0% | -17.5% | -6.1% |
| 6M | +20.1% | +17.0% | +3.1% | +12.3% |
| YTD | +17.2% | +11.1% | +6.1% | +11.4% |
| 1Y | +24.7% | +8.0% | +16.7% | +19.5% |
| 3Y | +96.2% | +73.3% | +22.9% | +54.3% |
| 5Y | +94.4% | +107.4% | -13.0% | +40.5% |
| 10Y | +556.7% | +428.5% | +128.2% | +210.7% |
| All | +1,569.6% | +4,635.9% | -3,066.4% | +122.7% |
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