-43.5%
QS vs RJF
+282.1%
-325.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.8% |
| 7D | +2.2% | +1.8% | +0.4% | +0.7% |
| 30D | -8.1% | 0.0% | -8.1% | -8.3% |
| 3M | -27.0% | +18.0% | -45.0% | -36.5% |
| 6M | -16.4% | +17.0% | -33.4% | -27.1% |
| YTD | -46.4% | +11.1% | -57.5% | -51.2% |
| 1Y | -41.1% | +8.0% | -49.1% | -45.3% |
| 3Y | -18.6% | +73.3% | -91.9% | -49.3% |
| 5Y | -73.0% | +107.4% | -180.5% | -84.4% |
| All | -43.5% | +282.1% | -325.7% | -69.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling