+9,321.7%
UNP vs RJF
+49,848.3%
-40,526.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.6% |
| 7D | -5.3% | -0.6% | -4.8% | -5.2% |
| 30D | -1.5% | -1.3% | -0.3% | -1.2% |
| 3M | +10.3% | +18.9% | -8.6% | +4.5% |
| 6M | +9.7% | +15.0% | -5.4% | +4.7% |
| YTD | +27.1% | +12.2% | +14.9% | +21.9% |
| 1Y | +32.6% | +5.6% | +26.9% | +29.2% |
| 3Y | +40.0% | +74.9% | -34.9% | +15.7% |
| 5Y | +50.8% | +106.6% | -55.8% | +16.9% |
| 10Y | +278.6% | +433.1% | -154.4% | +118.6% |
| All | +9,321.7% | +49,848.3% | -40,526.6% | +2,199.5% |
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 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