-72.4%
GRAB vs ROIV
+232.7%
-305.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -5.3% | +0.6% | -5.9% | -5.4% |
| 30D | -8.6% | +1.0% | -9.5% | -8.9% |
| 3M | -1.2% | +18.3% | -19.4% | -4.7% |
| 6M | -16.6% | +18.3% | -34.9% | -19.9% |
| YTD | -31.5% | +61.0% | -92.4% | -38.3% |
| 1Y | -32.3% | +177.9% | -210.2% | -45.4% |
| 3Y | -10.7% | +199.1% | -209.8% | -31.0% |
| 5Y | -67.9% | +250.7% | -318.6% | -77.9% |
| All | -72.4% | +232.7% | -305.0% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling