-72.8%
GRAB vs RBA
+45.7%
-118.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -5.0% | +1.7% | -6.7% | -5.4% |
| 30D | +11.3% | +8.3% | +3.0% | +9.2% |
| 3M | -12.4% | +10.5% | -23.0% | -14.6% |
| 6M | -10.7% | -5.9% | -4.9% | -10.2% |
| YTD | -35.1% | -6.9% | -28.2% | -34.8% |
| 1Y | -41.5% | -4.9% | -36.7% | -41.6% |
| 3Y | -2.7% | +64.5% | -67.2% | -13.2% |
| 5Y | -80.2% | +46.1% | -126.3% | -82.2% |
| All | -72.8% | +45.7% | -118.4% | -77.0% |
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 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