-74.4%
GRAB vs RIO
+147.7%
-222.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.4% |
| 7D | -13.9% | +1.0% | -14.8% | -14.2% |
| 30D | -17.2% | +4.0% | -21.2% | -18.4% |
| 3M | -7.9% | +4.5% | -12.4% | -9.6% |
| 6M | -23.2% | +17.3% | -40.6% | -27.8% |
| YTD | -39.1% | +36.2% | -75.3% | -45.9% |
| 1Y | -42.5% | +76.1% | -118.7% | -53.4% |
| 3Y | -18.3% | +102.5% | -120.8% | -37.5% |
| 5Y | -71.7% | +103.5% | -175.3% | -78.6% |
| All | -74.4% | +147.7% | -222.2% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling