+100.2%
UAL vs RJF
+371.5%
-271.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +4.2% |
| 7D | +10.2% | +3.4% | +6.8% | +7.5% |
| 30D | +12.0% | +5.9% | +6.1% | +7.0% |
| 3M | -7.1% | -4.6% | -2.4% | -3.5% |
| 6M | +20.9% | +9.5% | +11.4% | +10.7% |
| YTD | +7.7% | +6.0% | +1.7% | +0.7% |
| 1Y | +23.6% | +4.3% | +19.2% | +16.9% |
| 3Y | +222.6% | +76.6% | +146.0% | +97.1% |
| 5Y | +127.9% | +80.6% | +47.4% | +34.9% |
| 10Y | +100.2% | +346.5% | -246.3% | -39.6% |
| All | +100.2% | +371.5% | -271.3% | -39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling