-72.0%
GRAB vs RCAT
+177.7%
-249.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -12.0% | -5.4% | -6.6% | -11.6% |
| 30D | -19.5% | -24.2% | +4.7% | -18.0% |
| 3M | -8.0% | -25.8% | +17.9% | -6.5% |
| 6M | -22.2% | -44.9% | +22.7% | -20.2% |
| YTD | -39.7% | +1.9% | -41.6% | -41.4% |
| 1Y | -43.2% | -5.2% | -38.0% | -45.1% |
| 3Y | -19.1% | +759.6% | -778.7% | -36.7% |
| 5Y | -72.0% | +187.5% | -259.5% | -77.1% |
| All | -72.0% | +177.7% | -249.7% | -77.1% |
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