+676.6%
UMAC vs RJF
+55.0%
+621.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.4% |
| 7D | -4.0% | -4.2% | +0.2% | -0.9% |
| 30D | -9.4% | -3.6% | -5.8% | -6.8% |
| 3M | +3.0% | +15.6% | -12.7% | -7.6% |
| 6M | +27.2% | +17.6% | +9.6% | +11.0% |
| YTD | +84.7% | +9.2% | +75.5% | +73.0% |
| 1Y | +136.5% | +5.5% | +131.0% | +129.1% |
| All | +676.6% | +55.0% | +621.5% | +323.9% |
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