-41.9%
GRAB vs RBA
-2.0%
-39.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.6% | +7.2% |
| 7D | +22.2% | +12.7% | +9.5% | +19.0% |
| 30D | +6.0% | +15.5% | -9.5% | +2.6% |
| 3M | -9.7% | -14.0% | +4.4% | -7.3% |
| 6M | -7.2% | -8.8% | +1.6% | -7.1% |
| YTD | -32.7% | -6.9% | -25.7% | -34.8% |
| 1Y | -41.9% | -3.0% | -38.9% | -44.2% |
| All | -41.9% | -2.0% | -39.9% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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