+115.0%
UMC vs RJF
+7.8%
+107.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -1.3% |
| 7D | -14.7% | +7.2% | -21.8% | -13.5% |
| 30D | -32.9% | +4.9% | -37.8% | -32.1% |
| 3M | -22.2% | -5.5% | -16.6% | -22.2% |
| 6M | +25.9% | +8.0% | +17.9% | +28.2% |
| YTD | +107.9% | +6.2% | +101.8% | +106.6% |
| 1Y | +115.0% | +7.8% | +107.2% | +112.8% |
| All | +115.0% | +7.8% | +107.2% | +112.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling