+84.9%
USB vs RJF
+343.7%
-258.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +1.4% | +4.0% | -2.5% | -1.4% |
| 30D | +6.4% | +6.1% | +0.3% | +1.9% |
| 3M | -4.5% | -5.8% | +1.3% | -0.6% |
| 6M | +11.4% | +9.7% | +1.7% | +3.4% |
| YTD | +17.1% | +6.2% | +10.9% | +10.3% |
| 1Y | +32.6% | +5.3% | +27.3% | +25.4% |
| 3Y | +101.8% | +74.4% | +27.4% | +29.1% |
| 5Y | +25.1% | +81.6% | -56.4% | -24.3% |
| 10Y | +84.9% | +333.6% | -248.7% | -41.2% |
| All | +84.9% | +343.7% | -258.8% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling