-92.5%
UUUU vs RJF
+1,108.0%
-1,200.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.1% | -5.2% | -5.9% |
| 7D | -5.0% | -4.2% | -0.8% | -3.3% |
| 30D | -7.8% | -3.6% | -4.2% | -6.4% |
| 3M | -0.4% | +15.6% | -16.1% | -6.6% |
| 6M | -32.9% | +17.6% | -50.5% | -37.6% |
| YTD | -6.3% | +9.2% | -15.5% | -10.0% |
| 1Y | +7.9% | +5.5% | +2.4% | +5.2% |
| 3Y | +85.2% | +70.3% | +14.9% | +47.3% |
| 5Y | +97.0% | +106.0% | -9.1% | +48.0% |
| 10Y | +492.6% | +425.1% | +67.5% | +221.0% |
| All | -92.5% | +1,108.0% | -1,200.5% | -96.8% |
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