+75.9%
UBER vs RJF
+240.7%
-164.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.0% |
| 7D | -2.8% | +1.8% | -4.6% | -3.6% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +4.4% | +18.0% | -13.6% | -4.3% |
| 6M | -2.7% | +17.0% | -19.6% | -10.6% |
| YTD | -10.5% | +11.1% | -21.6% | -16.2% |
| 1Y | -22.5% | +8.0% | -30.5% | -26.6% |
| 3Y | +54.8% | +73.3% | -18.5% | +12.0% |
| 5Y | +82.5% | +107.4% | -24.9% | +21.5% |
| All | +75.9% | +240.7% | -164.7% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling