+8,200.6%
USB vs RJF
+47,158.8%
-38,958.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | 0.0% |
| 7D | +2.4% | +7.2% | -4.8% | -0.7% |
| 30D | +6.6% | +4.9% | +1.7% | +4.3% |
| 3M | -4.1% | -5.5% | +1.4% | -1.7% |
| 6M | +12.5% | +8.0% | +4.5% | +8.3% |
| YTD | +17.6% | +6.2% | +11.5% | +13.7% |
| 1Y | +36.5% | +7.8% | +28.7% | +31.0% |
| 3Y | +95.4% | +73.1% | +22.3% | +51.6% |
| 5Y | +26.1% | +79.9% | -53.7% | -3.8% |
| 10Y | +101.3% | +394.1% | -292.8% | +1.8% |
| All | +8,200.6% | +47,158.8% | -38,958.2% | +1,615.7% |
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 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