-41.9%
GRAB vs RCAT
-59.1%
+17.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -10.3% | +18.0% | +8.6% |
| 7D | +22.2% | -18.5% | +40.7% | +24.2% |
| 30D | +6.0% | -37.0% | +43.0% | +10.2% |
| 3M | -9.7% | -54.9% | +45.2% | -3.5% |
| 6M | -7.2% | -63.6% | +56.5% | +0.1% |
| YTD | -32.7% | -49.6% | +16.9% | -34.0% |
| 1Y | -41.9% | -57.8% | +15.9% | -41.2% |
| All | -41.9% | -59.1% | +17.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling