-74.3%
GRAB vs RBA
+28.0%
-102.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.4% |
| 7D | -10.8% | +0.1% | -10.9% | -10.8% |
| 30D | -15.5% | -2.9% | -12.6% | -15.0% |
| 3M | -9.0% | -20.9% | +12.0% | -4.4% |
| 6M | -21.6% | -17.7% | -3.9% | -18.6% |
| YTD | -38.9% | -18.2% | -20.7% | -36.6% |
| 1Y | -44.8% | -29.1% | -15.8% | -40.9% |
| 3Y | -18.4% | +29.5% | -48.0% | -23.3% |
| 5Y | -71.6% | +40.2% | -111.9% | -74.4% |
| All | -74.3% | +28.0% | -102.3% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling