+21.2%
UL vs RJF
+71.0%
-49.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.6% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -0.6% | -2.0% | +1.4% | -0.5% |
| 3M | +9.4% | +16.3% | -6.9% | +9.2% |
| 6M | -4.1% | +16.9% | -21.0% | -4.3% |
| YTD | -2.0% | +10.4% | -12.4% | -2.2% |
| 1Y | -9.0% | +7.4% | -16.4% | -9.2% |
| All | +21.2% | +71.0% | -49.8% | +19.0% |
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