-78.3%
GRAB vs RCAT
+41.8%
-120.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | -5.0% | -5.9% | +1.0% | -4.6% |
| 30D | +11.3% | -19.7% | +31.0% | +12.6% |
| 3M | -12.4% | -62.9% | +50.4% | -6.3% |
| 6M | -10.7% | -59.6% | +48.8% | -6.1% |
| YTD | -35.1% | -52.1% | +17.0% | -33.7% |
| 1Y | -41.5% | -50.9% | +9.4% | -40.6% |
| 3Y | -2.7% | +333.8% | -336.5% | -22.5% |
| All | -78.3% | +41.8% | -120.1% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling