-19.5%
GRAB vs RBA
+25.0%
-44.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -12.0% | -3.3% | -8.7% | -11.2% |
| 30D | -19.5% | -9.8% | -9.7% | -17.3% |
| 3M | -8.0% | -23.5% | +15.5% | -1.9% |
| 6M | -22.2% | -21.5% | -0.7% | -17.9% |
| YTD | -39.7% | -21.2% | -18.5% | -36.8% |
| 1Y | -43.2% | -30.2% | -13.0% | -38.2% |
| All | -19.5% | +25.0% | -44.6% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling