+1,157.2%
URI vs RJF
+428.9%
+728.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.3% |
| 7D | +2.5% | +1.8% | +0.8% | +1.0% |
| 30D | -12.5% | 0.0% | -12.5% | -12.7% |
| 3M | -6.2% | +18.0% | -24.2% | -18.9% |
| 6M | +25.9% | +17.0% | +8.9% | +8.8% |
| YTD | +26.2% | +11.1% | +15.1% | +13.0% |
| 1Y | +5.5% | +8.0% | -2.5% | -3.7% |
| 3Y | +125.0% | +73.3% | +51.7% | +36.9% |
| 5Y | +210.4% | +107.4% | +103.0% | +58.5% |
| 10Y | +1,157.2% | +428.5% | +728.7% | +166.0% |
| All | +1,157.2% | +428.9% | +728.3% | +166.0% |
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