-26.4%
URA vs RJF
+3.6%
-30.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -1.5% | +3.6% | -5.1% | -3.1% |
| 30D | -10.4% | +7.2% | -17.7% | -13.3% |
| 3M | -29.6% | -6.5% | -23.1% | -27.0% |
| 6M | -40.3% | +10.3% | -50.6% | -43.8% |
| YTD | -25.5% | +6.5% | -32.0% | -31.8% |
| 1Y | -26.4% | +6.1% | -32.5% | -32.3% |
| All | -26.4% | +3.6% | -30.0% | -32.3% |
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