-18.7%
GRAB vs RL
+198.9%
-217.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.1% | -5.4% |
| 7D | -13.9% | -0.3% | -13.6% | -13.8% |
| 30D | -17.2% | -17.5% | +0.4% | -12.2% |
| 3M | -7.9% | -14.0% | +6.1% | -3.9% |
| 6M | -23.2% | -2.0% | -21.3% | -23.7% |
| YTD | -39.1% | -4.6% | -34.5% | -39.0% |
| 1Y | -42.5% | +9.5% | -52.0% | -45.1% |
| All | -18.7% | +198.9% | -217.6% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling