+27.5%
QSR vs RJF
+69.0%
-41.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.0% | -2.7% | -1.3% | -3.6% |
| 30D | +2.8% | -4.3% | +7.0% | +3.4% |
| 3M | +5.1% | +15.7% | -10.6% | +2.6% |
| 6M | +8.8% | +17.8% | -9.0% | +5.8% |
| YTD | +14.8% | +9.2% | +5.7% | +12.9% |
| 1Y | +25.7% | +2.8% | +22.9% | +24.6% |
| 3Y | +27.5% | +69.5% | -41.9% | +16.5% |
| All | +27.5% | +69.0% | -41.5% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling