-72.7%
GRAB vs RCAT
+815.3%
-887.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.9% | -8.9% | -5.1% |
| 7D | -6.1% | +5.4% | -11.5% | -6.3% |
| 30D | -11.2% | -5.6% | -5.6% | -11.1% |
| 3M | -2.4% | -30.2% | +27.8% | -1.4% |
| 6M | -18.3% | -43.4% | +25.1% | -17.4% |
| YTD | -34.9% | +9.6% | -44.5% | -35.8% |
| 1Y | -37.4% | -2.0% | -35.4% | -38.3% |
| 3Y | -12.6% | +825.0% | -837.6% | -19.2% |
| 5Y | -69.7% | +199.8% | -269.6% | -71.8% |
| All | -72.7% | +815.3% | -887.9% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling