+657.4%
UMAC vs RJF
+55.0%
+602.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.4% |
| 7D | -3.4% | -2.7% | -0.7% | -1.4% |
| 30D | -15.1% | -4.3% | -10.8% | -12.2% |
| 3M | -10.8% | +15.7% | -26.5% | -20.0% |
| 6M | +15.7% | +17.8% | -2.1% | +0.8% |
| YTD | +80.1% | +9.2% | +71.0% | +68.8% |
| 1Y | +116.7% | +2.8% | +113.9% | +114.2% |
| All | +657.4% | +55.0% | +602.5% | +313.6% |
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