-71.2%
GRAB vs RIO
+91.0%
-162.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.1% |
| 7D | -10.8% | -3.2% | -7.6% | -9.8% |
| 30D | -15.5% | +0.9% | -16.4% | -15.9% |
| 3M | -9.0% | -1.4% | -7.5% | -8.9% |
| 6M | -21.6% | +10.9% | -32.5% | -25.2% |
| YTD | -38.9% | +31.2% | -70.1% | -45.6% |
| 1Y | -44.8% | +67.9% | -112.8% | -55.4% |
| 3Y | -18.4% | +88.8% | -107.2% | -37.8% |
| All | -71.2% | +91.0% | -162.2% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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