-72.7%
GRAB vs RL
+340.0%
-412.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.8% | -4.5% |
| 7D | -6.1% | +1.9% | -8.0% | -6.8% |
| 30D | -11.2% | -12.2% | +1.0% | -6.8% |
| 3M | -2.4% | -6.6% | +4.2% | -0.5% |
| 6M | -18.3% | +3.2% | -21.5% | -20.6% |
| YTD | -34.9% | -1.3% | -33.6% | -35.7% |
| 1Y | -37.4% | +13.6% | -51.0% | -41.7% |
| 3Y | -12.6% | +210.9% | -223.5% | -48.8% |
| 5Y | -69.7% | +246.9% | -316.6% | -83.2% |
| All | -72.7% | +340.0% | -412.7% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling