+206.7%
UAL vs RJF
+67.6%
+139.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +3.0% |
| 7D | +8.2% | +3.6% | +4.6% | +5.4% |
| 30D | +2.3% | +3.5% | -1.2% | -0.3% |
| 3M | -12.7% | -8.9% | -3.8% | -6.0% |
| 6M | +12.7% | +2.9% | +9.8% | +8.8% |
| YTD | +0.8% | +2.8% | -2.0% | -3.7% |
| 1Y | +17.8% | +2.7% | +15.1% | +12.5% |
| 3Y | +206.7% | +69.3% | +137.4% | +106.5% |
| All | +206.7% | +67.6% | +139.1% | +106.5% |
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