+279.5%
UNP vs RJF
+429.5%
-150.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -1.2% | -4.2% | +3.0% | +0.6% |
| 30D | -2.0% | -3.6% | +1.6% | -0.5% |
| 3M | +7.5% | +15.6% | -8.1% | +0.7% |
| 6M | +15.3% | +17.6% | -2.3% | +6.9% |
| YTD | +25.4% | +9.2% | +16.2% | +19.3% |
| 1Y | +35.6% | +5.5% | +30.1% | +30.6% |
| 3Y | +44.1% | +70.3% | -26.2% | +9.1% |
| 5Y | +54.0% | +106.0% | -52.1% | +2.7% |
| All | +279.5% | +429.5% | -150.0% | +54.5% |
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