+38.4%
URA vs RJF
+69.7%
-31.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.9% |
| 7D | -4.1% | +3.6% | -7.7% | -5.7% |
| 30D | -19.0% | +3.5% | -22.5% | -20.4% |
| 3M | -25.1% | -8.9% | -16.2% | -22.1% |
| 6M | -44.5% | +2.9% | -47.4% | -45.6% |
| YTD | -24.3% | +2.8% | -27.1% | -26.2% |
| 1Y | -28.1% | +2.7% | -30.8% | -29.8% |
| All | +38.4% | +69.7% | -31.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling