-18.4%
GRAB vs ROK
+51.1%
-69.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +0.8% |
| 7D | -10.8% | -1.2% | -9.6% | -10.5% |
| 30D | -15.5% | -4.8% | -10.7% | -14.3% |
| 3M | -9.0% | -6.1% | -2.9% | -7.6% |
| 6M | -21.6% | +15.5% | -37.1% | -25.4% |
| YTD | -38.9% | +11.2% | -50.0% | -41.4% |
| 1Y | -44.8% | +23.8% | -68.7% | -48.7% |
| 3Y | -18.4% | +53.1% | -71.6% | -30.7% |
| All | -18.4% | +51.1% | -69.5% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling