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  • QS vs RJF✓SelectedUSD · RJFQS vs RJF performance historyLatest closeAs of+0.55%09/04
Stock and ETF performance explorer

QS vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-44.6%
RJF return
+285.9%
Excess return
-330.6%
Maximum drawdown
-97.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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