-74.3%
GRAB vs ROK
+82.7%
-157.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +0.7% |
| 7D | -10.8% | -1.2% | -9.6% | -10.4% |
| 30D | -15.5% | -4.8% | -10.7% | -14.0% |
| 3M | -9.0% | -6.1% | -2.9% | -7.3% |
| 6M | -21.6% | +15.5% | -37.1% | -26.2% |
| YTD | -38.9% | +11.2% | -50.0% | -42.0% |
| 1Y | -44.8% | +23.8% | -68.7% | -49.6% |
| 3Y | -18.4% | +53.1% | -71.6% | -33.4% |
| 5Y | -71.6% | +48.3% | -119.9% | -79.4% |
| All | -74.3% | +82.7% | -157.0% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling