-71.2%
GRAB vs RJF
+104.0%
-175.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | -10.8% | -2.7% | -8.1% | -9.4% |
| 30D | -15.5% | -4.3% | -11.3% | -13.6% |
| 3M | -9.0% | +15.7% | -24.7% | -16.1% |
| 6M | -21.6% | +17.8% | -39.4% | -28.8% |
| YTD | -38.9% | +9.2% | -48.0% | -42.5% |
| 1Y | -44.8% | +2.8% | -47.6% | -46.4% |
| 3Y | -18.4% | +69.5% | -87.9% | -42.1% |
| All | -71.2% | +104.0% | -175.2% | -80.7% |
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