-74.3%
GRAB vs RJF
+203.4%
-277.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -10.8% | -2.7% | -8.1% | -9.5% |
| 30D | -15.5% | -4.3% | -11.3% | -13.7% |
| 3M | -9.0% | +15.7% | -24.7% | -15.7% |
| 6M | -21.6% | +17.8% | -39.4% | -28.3% |
| YTD | -38.9% | +9.2% | -48.0% | -42.3% |
| 1Y | -44.8% | +2.8% | -47.6% | -46.3% |
| 3Y | -18.4% | +69.5% | -87.9% | -40.1% |
| 5Y | -71.6% | +105.9% | -177.6% | -80.4% |
| All | -74.3% | +203.4% | -277.7% | -85.3% |
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 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