+1,218.8%
URI vs RJF
+371.5%
+847.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.1% | +3.8% | +4.5% |
| 7D | -4.0% | +3.4% | -7.4% | -6.6% |
| 30D | +6.8% | +5.9% | +0.8% | +1.9% |
| 3M | -2.8% | -4.6% | +1.8% | +0.3% |
| 6M | +20.9% | +9.5% | +11.4% | +10.3% |
| YTD | +40.2% | +6.0% | +34.3% | +30.0% |
| 1Y | +34.1% | +4.3% | +29.8% | +25.7% |
| 3Y | +164.1% | +76.6% | +87.6% | +58.1% |
| 5Y | +199.3% | +80.6% | +118.8% | +72.2% |
| 10Y | +1,218.8% | +346.5% | +872.3% | +282.2% |
| All | +1,218.8% | +371.5% | +847.4% | +282.2% |
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 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