-44.6%
QS vs RJF
+285.9%
-330.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.7% |
| 7D | -2.3% | -0.6% | -1.7% | -2.0% |
| 30D | -0.7% | -1.3% | +0.5% | -0.1% |
| 3M | -39.6% | +18.9% | -58.5% | -47.8% |
| 6M | -21.7% | +15.0% | -36.8% | -30.7% |
| YTD | -47.4% | +12.2% | -59.6% | -52.5% |
| 1Y | -28.4% | +5.6% | -34.0% | -32.3% |
| 3Y | -22.6% | +74.9% | -97.5% | -52.1% |
| 5Y | -75.6% | +106.6% | -182.2% | -85.9% |
| All | -44.6% | +285.9% | -330.6% | -70.4% |
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 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