+281.3%
URA vs RJF
+334.0%
-52.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +2.9% | -0.9% | +3.8% | +3.3% |
| 30D | -10.8% | +5.3% | -16.2% | -12.9% |
| 3M | -25.5% | -6.8% | -18.7% | -23.4% |
| 6M | -41.2% | +11.4% | -52.6% | -44.4% |
| YTD | -21.3% | +5.5% | -26.8% | -23.8% |
| 1Y | -25.7% | +3.7% | -29.4% | -27.4% |
| 3Y | +43.1% | +73.4% | -30.4% | +10.5% |
| 5Y | +35.6% | +78.3% | -42.8% | +2.1% |
| 10Y | +281.3% | +328.4% | -47.1% | +106.4% |
| All | +281.3% | +334.0% | -52.7% | +106.4% |
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 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