-71.7%
GRAB vs OVV
+162.0%
-233.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.6% |
| 7D | -13.9% | -3.8% | -10.1% | -13.1% |
| 30D | -17.2% | +1.3% | -18.4% | -17.5% |
| 3M | -7.9% | +14.3% | -22.2% | -11.3% |
| 6M | -23.2% | +21.1% | -44.3% | -27.7% |
| YTD | -39.1% | +66.0% | -105.1% | -47.5% |
| 1Y | -42.5% | +59.3% | -101.8% | -50.1% |
| 3Y | -18.3% | +47.6% | -65.8% | -30.2% |
| 5Y | -71.7% | +162.0% | -233.7% | -78.4% |
| All | -71.7% | +162.0% | -233.7% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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