+137.7%
UAL vs RJF
+105.7%
+32.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.0% |
| 7D | +3.5% | +1.8% | +1.7% | +1.9% |
| 30D | -16.5% | 0.0% | -16.5% | -16.6% |
| 3M | +2.8% | +18.0% | -15.2% | -11.3% |
| 6M | +17.6% | +17.0% | +0.6% | +1.5% |
| YTD | -3.2% | +11.1% | -14.3% | -13.2% |
| 1Y | +0.4% | +8.0% | -7.5% | -7.7% |
| 3Y | +128.2% | +73.3% | +54.9% | +40.3% |
| 5Y | +137.7% | +107.4% | +30.3% | +17.4% |
| All | +137.7% | +105.7% | +32.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling