+5.5%
URI vs RJF
+8.4%
-2.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +2.5% | +1.8% | +0.8% | +1.9% |
| 30D | -12.5% | 0.0% | -12.5% | -12.6% |
| 3M | -6.2% | +18.0% | -24.2% | -12.0% |
| 6M | +25.9% | +17.0% | +8.9% | +17.7% |
| YTD | +26.2% | +11.1% | +15.1% | +19.6% |
| 1Y | +5.5% | +8.0% | -2.5% | +0.7% |
| All | +5.5% | +8.4% | -2.9% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling