-32.3%
GRAB vs RNG
+144.7%
-177.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.4% |
| 7D | -5.3% | +5.8% | -11.0% | -5.8% |
| 30D | -8.6% | +19.6% | -28.2% | -10.3% |
| 3M | -1.2% | +67.0% | -68.2% | -6.6% |
| 6M | -16.6% | +88.4% | -105.0% | -22.5% |
| YTD | -31.5% | +155.5% | -186.9% | -38.5% |
| 1Y | -32.3% | +141.7% | -174.0% | -38.3% |
| All | -32.3% | +144.7% | -177.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling