-74.4%
GRAB vs ROK
+81.7%
-156.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.2% |
| 7D | -13.9% | +0.2% | -14.1% | -13.9% |
| 30D | -17.2% | -1.8% | -15.4% | -16.6% |
| 3M | -7.9% | -7.2% | -0.7% | -5.9% |
| 6M | -23.2% | +14.2% | -37.4% | -27.5% |
| YTD | -39.1% | +10.6% | -49.6% | -42.0% |
| 1Y | -42.5% | +25.9% | -68.4% | -47.8% |
| 3Y | -18.3% | +50.8% | -69.1% | -32.9% |
| 5Y | -71.7% | +47.0% | -118.8% | -79.4% |
| All | -74.4% | +81.7% | -156.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling