-74.3%
GRAB vs RL
+329.7%
-404.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -10.8% | -3.4% | -7.4% | -9.5% |
| 30D | -15.5% | -14.4% | -1.1% | -10.4% |
| 3M | -9.0% | -13.6% | +4.6% | -4.2% |
| 6M | -21.6% | +0.6% | -22.2% | -22.9% |
| YTD | -38.9% | -3.6% | -35.3% | -39.1% |
| 1Y | -44.8% | +8.3% | -53.2% | -47.7% |
| 3Y | -18.4% | +204.8% | -223.2% | -51.8% |
| 5Y | -71.6% | +232.9% | -304.6% | -84.1% |
| All | -74.3% | +329.7% | -404.1% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling