+8,026.5%
USB vs RJF
+46,074.7%
-38,048.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.1% |
| 7D | -1.5% | +2.2% | -3.7% | -2.4% |
| 30D | +4.3% | +3.4% | +0.9% | +2.7% |
| 3M | -6.1% | -8.7% | +2.6% | -2.3% |
| 6M | +9.4% | +4.1% | +5.3% | +7.1% |
| YTD | +15.2% | +3.7% | +11.4% | +12.5% |
| 1Y | +32.8% | +4.4% | +28.3% | +29.3% |
| 3Y | +91.3% | +69.2% | +22.1% | +50.0% |
| 5Y | +22.7% | +76.6% | -53.9% | -5.7% |
| 10Y | +97.0% | +382.8% | -285.7% | +0.7% |
| All | +8,026.5% | +46,074.7% | -38,048.1% | +1,597.3% |
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 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