+34,426.4%
TQQQ vs RJF
+1,192.0%
+33,234.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -1.9% | -2.7% | +0.8% | +1.4% |
| 30D | -4.9% | -4.3% | -0.6% | 0.0% |
| 3M | -6.4% | +15.7% | -22.1% | -23.1% |
| 6M | +44.4% | +17.8% | +26.6% | +15.4% |
| YTD | +35.2% | +9.2% | +26.0% | +16.7% |
| 1Y | +49.5% | +2.8% | +46.7% | +38.3% |
| 3Y | +250.7% | +69.5% | +181.3% | +78.5% |
| 5Y | +104.7% | +105.9% | -1.2% | -10.8% |
| 10Y | +3,029.5% | +424.9% | +2,604.7% | +337.7% |
| All | +34,426.4% | +1,192.0% | +33,234.4% | +1,642.6% |
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