+91.7%
USB vs RJF
+366.1%
-274.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.4% |
| 7D | 0.0% | +3.6% | -3.6% | -2.5% |
| 30D | +5.8% | +3.5% | +2.3% | +3.2% |
| 3M | -6.0% | -9.2% | +3.3% | +0.5% |
| 6M | +7.8% | +2.5% | +5.2% | +5.0% |
| YTD | +14.6% | +2.5% | +12.1% | +10.7% |
| 1Y | +31.8% | +2.3% | +29.5% | +27.2% |
| 3Y | +91.5% | +68.7% | +22.8% | +25.5% |
| 5Y | +22.0% | +74.4% | -52.4% | -24.0% |
| All | +91.7% | +366.1% | -274.3% | -41.3% |
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 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