-74.7%
GRAB vs RBA
+23.3%
-98.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -12.0% | -3.3% | -8.7% | -11.3% |
| 30D | -19.5% | -9.8% | -9.7% | -17.6% |
| 3M | -8.0% | -23.5% | +15.5% | -2.6% |
| 6M | -22.2% | -21.5% | -0.7% | -18.3% |
| YTD | -39.7% | -21.2% | -18.5% | -36.9% |
| 1Y | -43.2% | -30.2% | -13.0% | -38.9% |
| 3Y | -19.1% | +25.3% | -44.4% | -23.3% |
| 5Y | -72.0% | +35.1% | -107.1% | -74.6% |
| All | -74.7% | +23.3% | -98.0% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling