+468.0%
UUUU vs RJF
+429.3%
+38.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -4.9% | -5.0% |
| 7D | -10.5% | -2.7% | -7.8% | -8.9% |
| 30D | -10.5% | -4.3% | -6.2% | -8.0% |
| 3M | -14.1% | +15.7% | -29.9% | -22.5% |
| 6M | -35.5% | +17.8% | -53.3% | -42.7% |
| YTD | -10.9% | +9.2% | -20.1% | -16.8% |
| 1Y | +3.4% | +2.8% | +0.6% | +0.5% |
| 3Y | +73.1% | +69.5% | +3.7% | +17.6% |
| 5Y | +87.1% | +105.9% | -18.8% | +13.3% |
| All | +468.0% | +429.3% | +38.7% | +116.6% |
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