-32.3%
GRAB vs ROIV
+177.7%
-209.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -5.3% | +0.6% | -5.9% | -5.3% |
| 30D | -8.6% | +1.0% | -9.5% | -8.9% |
| 3M | -1.2% | +18.3% | -19.4% | -4.0% |
| 6M | -16.6% | +18.3% | -34.9% | -19.3% |
| YTD | -31.5% | +61.0% | -92.4% | -36.8% |
| 1Y | -32.3% | +177.9% | -210.2% | -29.3% |
| All | -32.3% | +177.7% | -209.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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