-74.7%
GRAB vs OUST
-63.9%
-10.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -12.0% | -1.7% | -10.3% | -11.7% |
| 30D | -19.5% | -21.9% | +2.4% | -16.4% |
| 3M | -8.0% | -8.2% | +0.3% | -9.9% |
| 6M | -22.2% | +57.5% | -79.7% | -32.7% |
| YTD | -39.7% | +62.8% | -102.5% | -48.7% |
| 1Y | -43.2% | +24.5% | -67.7% | -50.3% |
| 3Y | -19.1% | +599.0% | -618.1% | -59.2% |
| 5Y | -72.0% | -54.9% | -17.1% | -74.4% |
| All | -74.7% | -63.9% | -10.7% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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