-74.3%
GRAB vs RNG
-76.8%
+2.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -10.8% | -6.1% | -4.7% | -9.2% |
| 30D | -15.5% | +9.6% | -25.1% | -17.9% |
| 3M | -9.0% | +83.3% | -92.3% | -24.6% |
| 6M | -21.6% | +77.9% | -99.5% | -35.8% |
| YTD | -38.9% | +139.9% | -178.8% | -55.8% |
| 1Y | -44.8% | +121.7% | -166.5% | -59.3% |
| 3Y | -18.4% | +121.9% | -140.3% | -44.5% |
| 5Y | -71.6% | -68.4% | -3.3% | -62.1% |
| All | -74.3% | -76.8% | +2.4% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling