-32.3%
GRAB vs OMC
+9.8%
-42.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -5.3% | -6.4% | +1.1% | -4.4% |
| 30D | -8.6% | +1.1% | -9.7% | -8.7% |
| 3M | -1.2% | +10.4% | -11.6% | -2.3% |
| 6M | -16.6% | -1.7% | -14.9% | -17.3% |
| YTD | -31.5% | +4.4% | -35.9% | -32.1% |
| 1Y | -32.3% | +8.4% | -40.7% | -31.6% |
| All | -32.3% | +9.8% | -42.0% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling