-71.7%
GRAB vs RBA
+39.8%
-111.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.3% |
| 7D | -13.9% | -1.9% | -12.0% | -13.5% |
| 30D | -17.2% | -13.0% | -4.2% | -14.7% |
| 3M | -7.9% | -23.1% | +15.2% | -3.0% |
| 6M | -23.2% | -22.6% | -0.6% | -19.4% |
| YTD | -39.1% | -20.4% | -18.7% | -36.6% |
| 1Y | -42.5% | -29.6% | -12.9% | -38.6% |
| 3Y | -18.3% | +26.6% | -44.8% | -21.6% |
| 5Y | -71.7% | +38.2% | -109.9% | -74.4% |
| All | -71.7% | +39.8% | -111.5% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling