-18.4%
GRAB vs RJF
+69.0%
-87.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -10.8% | -2.7% | -8.1% | -9.7% |
| 30D | -15.5% | -4.3% | -11.3% | -13.9% |
| 3M | -9.0% | +15.7% | -24.7% | -14.7% |
| 6M | -21.6% | +17.8% | -39.4% | -27.4% |
| YTD | -38.9% | +9.2% | -48.0% | -41.9% |
| 1Y | -44.8% | +2.8% | -47.6% | -46.1% |
| 3Y | -18.4% | +69.5% | -87.9% | -30.9% |
| All | -18.4% | +69.0% | -87.5% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling