-12.7%
URA vs RJF
+16.1%
-28.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +7.4% | -1.3% | +8.6% | +7.7% |
| 3M | -8.4% | +18.9% | -27.3% | -14.6% |
| 6M | -12.7% | +15.0% | -27.8% | -18.2% |
| All | -12.7% | +16.1% | -28.8% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling