+35.6%
UNP vs RJF
+6.3%
+29.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -1.2% | -4.2% | +3.0% | -0.5% |
| 30D | -2.0% | -3.6% | +1.6% | -1.4% |
| 3M | +7.5% | +15.6% | -8.1% | +4.5% |
| 6M | +15.3% | +17.6% | -2.3% | +11.4% |
| YTD | +25.4% | +9.2% | +16.2% | +21.3% |
| 1Y | +35.6% | +5.5% | +30.1% | +32.4% |
| All | +35.6% | +6.3% | +29.3% | +32.4% |
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 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