-71.2%
GRAB vs OUST
-62.7%
-8.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -5.3% | +5.2% | -10.5% | -6.1% |
| 30D | -8.6% | -19.3% | +10.7% | -5.6% |
| 3M | -1.2% | -22.6% | +21.5% | -0.5% |
| 6M | -16.6% | +62.8% | -79.4% | -28.3% |
| YTD | -31.5% | +68.3% | -99.8% | -42.1% |
| 1Y | -32.3% | +28.5% | -60.8% | -41.1% |
| 3Y | -10.7% | +554.0% | -564.7% | -54.0% |
| 5Y | -67.9% | -56.2% | -11.6% | -70.4% |
| All | -71.2% | -62.7% | -8.5% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling