-75.0%
QS vs RJF
+104.0%
-179.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -3.6% | -2.7% | -0.9% | -1.3% |
| 30D | -17.2% | -4.3% | -13.0% | -14.3% |
| 3M | -27.0% | +15.7% | -42.7% | -36.7% |
| 6M | -24.6% | +17.8% | -42.4% | -35.9% |
| YTD | -49.3% | +9.2% | -58.5% | -53.9% |
| 1Y | -40.3% | +2.8% | -43.1% | -42.8% |
| 3Y | -23.8% | +69.5% | -93.3% | -56.6% |
| All | -75.0% | +104.0% | -179.1% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling