-12.9%
GRAB vs RBRK
+124.5%
-137.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.9% | +1.7% |
| 7D | -10.8% | -7.5% | -3.3% | -9.7% |
| 30D | -15.5% | -10.4% | -5.1% | -14.5% |
| 3M | -9.0% | +21.3% | -30.2% | -12.7% |
| 6M | -21.6% | +50.6% | -72.2% | -28.1% |
| YTD | -38.9% | +13.3% | -52.2% | -41.4% |
| 1Y | -44.8% | +11.2% | -56.1% | -47.3% |
| All | -12.9% | +124.5% | -137.3% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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