+91.5%
USB vs RJF
+67.6%
+23.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | 0.0% | +3.6% | -3.6% | -2.1% |
| 30D | +5.8% | +3.5% | +2.3% | +3.6% |
| 3M | -6.0% | -8.9% | +2.9% | -0.7% |
| 6M | +7.8% | +2.9% | +4.9% | +5.4% |
| YTD | +14.6% | +2.8% | +11.8% | +10.9% |
| 1Y | +31.8% | +2.7% | +29.1% | +27.6% |
| 3Y | +91.5% | +69.3% | +22.2% | +26.5% |
| All | +91.5% | +67.6% | +23.9% | +26.5% |
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