-18.7%
GRAB vs ROIV
+230.5%
-249.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -6.6% |
| 7D | -13.9% | +22.3% | -36.2% | -16.2% |
| 30D | -17.2% | +16.9% | -34.0% | -18.9% |
| 3M | -7.9% | +43.9% | -51.8% | -12.9% |
| 6M | -23.2% | +41.6% | -64.8% | -27.4% |
| YTD | -39.1% | +92.7% | -131.8% | -45.4% |
| 1Y | -42.5% | +210.2% | -252.7% | -52.3% |
| All | -18.7% | +230.5% | -249.2% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling