-31.1%
URA vs RJF
+7.8%
-38.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.9% |
| 7D | -10.5% | +7.2% | -17.7% | -13.3% |
| 30D | -18.6% | +4.9% | -23.5% | -20.4% |
| 3M | -23.0% | -5.5% | -17.5% | -20.7% |
| 6M | -40.3% | +8.0% | -48.3% | -43.0% |
| YTD | -23.5% | +6.2% | -29.6% | -29.4% |
| 1Y | -31.1% | +7.8% | -38.9% | -38.1% |
| All | -31.1% | +7.8% | -38.9% | -38.1% |
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