+149.8%
QQQM vs RJF
+255.2%
-105.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -1.3% | -4.2% | +2.9% | +0.3% |
| 30D | -1.4% | -3.6% | +2.2% | -0.1% |
| 3M | +2.2% | +15.6% | -13.5% | -3.5% |
| 6M | +16.9% | +17.6% | -0.7% | +9.4% |
| YTD | +15.7% | +9.2% | +6.4% | +10.8% |
| 1Y | +22.7% | +5.5% | +17.2% | +18.8% |
| 3Y | +93.9% | +70.3% | +23.6% | +54.0% |
| 5Y | +94.6% | +106.0% | -11.5% | +46.1% |
| All | +149.8% | +255.2% | -105.3% | +84.5% |
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