+33.0%
USB vs RJF
+4.1%
+28.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.5% | +1.1% |
| 7D | +0.8% | +3.4% | -2.6% | -0.8% |
| 30D | +6.8% | +5.9% | +0.8% | +3.9% |
| 3M | -3.8% | -4.6% | +0.9% | -1.8% |
| 6M | +11.7% | +9.5% | +2.2% | +7.0% |
| YTD | +17.5% | +6.0% | +11.5% | +11.3% |
| All | +33.0% | +4.1% | +28.9% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling