+1,842.6%
UMC vs RJF
+429.3%
+1,413.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | -2.7% | +11.7% | +9.9% |
| 30D | +17.2% | -4.3% | +21.5% | +18.7% |
| 3M | +11.4% | +15.7% | -4.3% | +5.5% |
| 6M | +137.5% | +17.8% | +119.7% | +122.9% |
| YTD | +193.1% | +9.2% | +183.9% | +180.8% |
| 1Y | +240.3% | +2.8% | +237.5% | +232.4% |
| 3Y | +262.2% | +69.5% | +192.7% | +188.8% |
| 5Y | +143.1% | +105.9% | +37.2% | +80.2% |
| All | +1,842.6% | +429.3% | +1,413.3% | +1,041.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling