+144.1%
UMC vs RJF
+104.0%
+40.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | -2.7% | +11.7% | +10.0% |
| 30D | +17.2% | -4.3% | +21.5% | +18.9% |
| 3M | +11.4% | +15.7% | -4.3% | +4.9% |
| 6M | +137.5% | +17.8% | +119.7% | +121.2% |
| YTD | +193.1% | +9.2% | +183.9% | +179.2% |
| 1Y | +240.3% | +2.8% | +237.5% | +231.8% |
| 3Y | +262.2% | +69.5% | +192.7% | +167.2% |
| All | +144.1% | +104.0% | +40.1% | +57.3% |
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