+2,653.9%
UL vs RJF
+49,848.3%
-47,194.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | +0.5% | -1.3% | +1.7% | +0.7% |
| 3M | +17.6% | +18.9% | -1.3% | +14.1% |
| 6M | -5.4% | +15.0% | -20.4% | -7.8% |
| YTD | +0.7% | +12.2% | -11.5% | -1.6% |
| 1Y | -9.3% | +5.6% | -14.9% | -10.6% |
| 3Y | +24.5% | +74.9% | -50.3% | +10.9% |
| 5Y | +23.2% | +106.6% | -83.4% | +5.3% |
| 10Y | +64.5% | +433.1% | -368.6% | +14.8% |
| All | +2,653.9% | +49,848.3% | -47,194.4% | +902.2% |
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