-72.0%
GRAB vs RL
+223.8%
-295.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -12.0% | -2.2% | -9.8% | -11.1% |
| 30D | -19.5% | -15.3% | -4.2% | -13.8% |
| 3M | -8.0% | -10.3% | +2.4% | -4.2% |
| 6M | -22.2% | -2.2% | -20.0% | -22.8% |
| YTD | -39.7% | -4.3% | -35.4% | -39.8% |
| 1Y | -43.2% | +8.9% | -52.1% | -46.7% |
| 3Y | -19.1% | +201.4% | -220.5% | -56.1% |
| 5Y | -72.0% | +230.6% | -302.6% | -85.5% |
| All | -72.0% | +223.8% | -295.8% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling