-74.3%
GRAB vs RCAT
+737.9%
-812.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | -10.8% | -4.9% | -5.9% | -10.7% |
| 30D | -15.5% | -22.9% | +7.4% | -14.8% |
| 3M | -9.0% | -33.7% | +24.8% | -7.8% |
| 6M | -21.6% | -50.7% | +29.1% | -20.2% |
| YTD | -38.9% | +0.4% | -39.3% | -39.6% |
| 1Y | -44.8% | -27.6% | -17.2% | -45.1% |
| 3Y | -18.4% | +753.2% | -771.6% | -24.3% |
| 5Y | -71.6% | +183.3% | -254.9% | -73.5% |
| All | -74.3% | +737.9% | -812.2% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling