+356.9%
URA vs RJF
+429.5%
-72.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.5% |
| 7D | -1.5% | -4.2% | +2.6% | +0.3% |
| 30D | -0.4% | -3.6% | +3.2% | +1.1% |
| 3M | +6.3% | +15.6% | -9.4% | -0.6% |
| 6M | -14.0% | +17.6% | -31.6% | -20.2% |
| YTD | +5.3% | +9.2% | -3.9% | +0.7% |
| 1Y | +11.7% | +5.5% | +6.2% | +8.3% |
| 3Y | +109.8% | +70.3% | +39.5% | +63.7% |
| 5Y | +108.0% | +106.0% | +1.9% | +49.1% |
| All | +356.9% | +429.5% | -72.6% | +136.1% |
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 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