-21.2%
USAR vs RJF
+75.2%
-96.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +8.8% | +1.5% | +7.3% | +8.2% |
| 30D | -28.5% | +6.7% | -35.2% | -30.1% |
| 3M | -56.2% | -7.3% | -48.8% | -55.0% |
| 6M | -68.4% | +9.8% | -78.2% | -69.6% |
| YTD | -32.2% | +5.6% | -37.8% | -33.5% |
| 1Y | -52.3% | +2.3% | -54.6% | -53.1% |
| All | -21.2% | +75.2% | -96.4% | -21.0% |
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