-47.7%
QS vs RJF
+275.6%
-323.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.1% |
| 7D | -5.0% | -4.2% | -0.8% | -1.8% |
| 30D | -18.3% | -3.6% | -14.7% | -16.2% |
| 3M | -26.0% | +15.6% | -41.6% | -34.6% |
| 6M | -24.0% | +17.6% | -41.6% | -34.0% |
| YTD | -50.3% | +9.2% | -59.5% | -54.2% |
| 1Y | -38.0% | +5.5% | -43.5% | -41.3% |
| 3Y | -24.6% | +70.3% | -94.9% | -52.4% |
| 5Y | -75.4% | +106.0% | -181.4% | -85.6% |
| All | -47.7% | +275.6% | -323.3% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling