+19.2%
UL vs RJF
+101.5%
-82.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -4.1% | -4.2% | +0.1% | -3.6% |
| 30D | -1.2% | -3.6% | +2.4% | -0.8% |
| 3M | +6.0% | +15.6% | -9.7% | +4.2% |
| 6M | -5.5% | +17.6% | -23.1% | -7.3% |
| YTD | -3.3% | +9.2% | -12.5% | -4.6% |
| 1Y | -9.8% | +5.5% | -15.3% | -10.7% |
| 3Y | +20.1% | +70.3% | -50.2% | +8.4% |
| 5Y | +19.2% | +106.0% | -86.8% | +4.1% |
| All | +19.2% | +101.5% | -82.3% | +4.1% |
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