+42.1%
U vs RJF
+3.6%
+38.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.9% |
| 7D | +2.6% | +3.6% | -1.0% | +1.1% |
| 30D | +27.6% | +7.2% | +20.3% | +23.3% |
| 3M | +15.3% | -6.5% | +21.8% | +18.8% |
| 6M | +96.4% | +10.3% | +86.1% | +86.6% |
| YTD | +19.6% | +6.5% | +13.1% | +11.0% |
| 1Y | +42.1% | +6.1% | +36.0% | +32.5% |
| All | +42.1% | +3.6% | +38.5% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling