-18.4%
GRAB vs OSCR
+401.8%
-420.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | -10.8% | +1.6% | -12.4% | -10.9% |
| 30D | -15.5% | +10.7% | -26.2% | -16.3% |
| 3M | -9.0% | +13.4% | -22.3% | -10.2% |
| 6M | -21.6% | +144.6% | -166.1% | -27.8% |
| YTD | -38.9% | +128.0% | -166.9% | -43.5% |
| 1Y | -44.8% | +68.7% | -113.5% | -48.4% |
| 3Y | -18.4% | +398.8% | -417.2% | -32.4% |
| All | -18.4% | +401.8% | -420.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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