+88.0%
UUUU vs RJF
+104.1%
-16.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.2% | -5.6% |
| 7D | -5.0% | -4.2% | -0.8% | -2.1% |
| 30D | -7.8% | -3.6% | -4.2% | -5.5% |
| 3M | -0.4% | +15.6% | -16.1% | -11.1% |
| 6M | -32.9% | +17.6% | -50.5% | -41.1% |
| YTD | -6.3% | +9.2% | -15.5% | -13.1% |
| 1Y | +7.9% | +5.5% | +2.4% | +2.4% |
| 3Y | +85.2% | +70.3% | +14.9% | +16.8% |
| All | +88.0% | +104.1% | -16.1% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling