+147.4%
URI vs RJF
+67.6%
+79.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | -9.8% | +3.6% | -13.3% | -11.9% |
| 30D | +1.7% | +3.5% | -1.8% | -0.6% |
| 3M | -9.1% | -8.9% | -0.2% | -3.9% |
| 6M | +9.9% | +2.9% | +7.0% | +6.2% |
| YTD | +31.2% | +2.8% | +28.4% | +25.6% |
| 1Y | +25.9% | +2.7% | +23.3% | +20.4% |
| 3Y | +147.4% | +69.3% | +78.1% | +44.0% |
| All | +147.4% | +67.6% | +79.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling