-78.3%
GRAB vs OUST
-53.0%
-25.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +1.4% |
| 7D | -5.0% | -3.8% | -1.2% | -4.5% |
| 30D | +11.3% | +5.1% | +6.3% | +9.4% |
| 3M | -12.4% | -25.8% | +13.4% | -9.6% |
| 6M | -10.7% | -2.0% | -8.7% | -15.4% |
| YTD | -35.1% | +54.7% | -89.8% | -44.8% |
| 1Y | -41.5% | +48.8% | -90.3% | -50.1% |
| 3Y | -2.7% | +607.8% | -610.5% | -50.9% |
| All | -78.3% | -53.0% | -25.3% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling