-78.3%
GRAB vs RL
+239.2%
-317.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -5.0% | +2.6% | -7.6% | -6.1% |
| 30D | +11.3% | +2.9% | +8.4% | +9.5% |
| 3M | -12.4% | 0.0% | -12.4% | -12.9% |
| 6M | -10.7% | +17.1% | -27.9% | -18.3% |
| YTD | -35.1% | +10.1% | -45.2% | -39.3% |
| 1Y | -41.5% | +17.3% | -58.8% | -47.0% |
| 3Y | -2.7% | +249.3% | -252.0% | -52.5% |
| All | -78.3% | +239.2% | -317.5% | -89.9% |
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