+6,893.4%
URI vs RJF
+3,306.6%
+3,586.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.5% |
| 7D | -2.0% | -0.6% | -1.4% | -1.6% |
| 30D | -12.9% | -1.3% | -11.7% | -12.4% |
| 3M | -6.7% | +18.9% | -25.6% | -16.7% |
| 6M | +19.0% | +15.0% | +4.0% | +8.1% |
| YTD | +25.5% | +12.2% | +13.3% | +15.3% |
| 1Y | +5.5% | +5.6% | -0.1% | +0.2% |
| 3Y | +111.3% | +74.9% | +36.5% | +48.4% |
| 5Y | +198.6% | +106.6% | +91.9% | +89.8% |
| 10Y | +1,179.9% | +433.1% | +746.9% | +384.1% |
| All | +6,893.4% | +3,306.6% | +3,586.8% | +735.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling