-2.7%
GRAB vs OUST
+659.3%
-662.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.3% |
| 7D | -6.9% | +19.9% | -26.8% | -8.7% |
| 30D | +8.7% | +3.6% | +5.1% | +7.8% |
| 3M | -10.2% | -20.6% | +10.4% | -9.0% |
| 6M | -11.0% | +35.1% | -46.0% | -16.6% |
| YTD | -35.1% | +69.1% | -104.2% | -41.4% |
| 1Y | -44.0% | +49.9% | -94.0% | -49.0% |
| All | -2.7% | +659.3% | -662.0% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling