+275.3%
UMC vs RJF
+2,790.2%
-2,514.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.3% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +20.8% | -2.0% | +22.8% | +21.6% |
| 3M | +16.1% | +16.3% | -0.2% | +7.3% |
| 6M | +137.3% | +16.9% | +120.4% | +117.7% |
| YTD | +193.8% | +10.4% | +183.3% | +174.7% |
| 1Y | +236.1% | +7.4% | +228.7% | +217.4% |
| 3Y | +267.1% | +72.2% | +194.9% | +168.4% |
| 5Y | +145.3% | +105.1% | +40.2% | +62.0% |
| 10Y | +1,857.3% | +430.9% | +1,426.4% | +622.9% |
| All | +275.3% | +2,790.2% | -2,514.9% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling