+93.3%
QQQM vs RJF
+69.0%
+24.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | -1.2% | -4.3% | +3.1% | +0.2% |
| 3M | -0.1% | +15.7% | -15.8% | -5.3% |
| 6M | +18.0% | +17.8% | +0.1% | +10.7% |
| YTD | +16.7% | +9.2% | +7.5% | +12.0% |
| 1Y | +23.0% | +2.8% | +20.3% | +20.7% |
| 3Y | +93.3% | +69.5% | +23.9% | +61.8% |
| All | +93.3% | +69.0% | +24.3% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling