+72.4%
UBER vs RJF
+234.7%
-162.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.4% | -2.7% | -2.7% | -4.1% |
| 30D | -4.9% | -4.3% | -0.6% | -3.0% |
| 3M | +3.0% | +15.7% | -12.7% | -4.6% |
| 6M | -4.4% | +17.8% | -22.2% | -12.5% |
| YTD | -12.3% | +9.2% | -21.5% | -17.2% |
| 1Y | -24.3% | +2.8% | -27.1% | -26.5% |
| 3Y | +46.4% | +69.5% | -23.0% | +7.1% |
| 5Y | +79.7% | +105.9% | -26.3% | +20.0% |
| All | +72.4% | +234.7% | -162.3% | -6.6% |
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