+75.4%
USAR vs RJF
+75.7%
-0.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +2.3% | +1.8% | +0.6% | +1.7% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -20.5% | +18.0% | -38.5% | -25.0% |
| 6M | +1.2% | +17.0% | -15.8% | -4.0% |
| YTD | +48.4% | +11.1% | +37.3% | +43.5% |
| 1Y | +30.6% | +8.0% | +22.7% | +26.6% |
| 3Y | +73.6% | +73.3% | +0.4% | +71.3% |
| All | +75.4% | +75.7% | -0.4% | +73.0% |
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 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