+27.5%
URA vs RJF
+74.8%
-47.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +5.0% |
| 7D | -4.1% | +3.6% | -7.7% | -5.9% |
| 30D | -19.0% | +3.5% | -22.5% | -20.6% |
| 3M | -25.1% | -8.9% | -16.2% | -21.9% |
| 6M | -44.5% | +2.9% | -47.4% | -45.9% |
| YTD | -24.3% | +2.8% | -27.1% | -26.4% |
| 1Y | -28.1% | +2.7% | -30.8% | -29.9% |
| 3Y | +40.7% | +69.3% | -28.6% | +2.7% |
| All | +27.5% | +74.8% | -47.3% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling