-42.5%
GRAB vs OUST
+29.4%
-71.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.1% | -6.1% |
| 7D | -13.9% | +4.0% | -17.9% | -14.3% |
| 30D | -17.2% | -14.0% | -3.2% | -15.9% |
| 3M | -7.9% | -5.9% | -2.0% | -10.1% |
| 6M | -23.2% | +76.4% | -99.6% | -33.8% |
| YTD | -39.1% | +67.5% | -106.5% | -47.8% |
| 1Y | -42.5% | +27.1% | -69.6% | -48.8% |
| All | -42.5% | +29.4% | -71.9% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling