-40.4%
GRAB vs ROKU
+52.6%
-93.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.5% | +6.2% | +7.3% |
| 7D | +22.2% | +4.8% | +17.4% | +20.9% |
| 30D | +6.0% | +6.1% | -0.1% | +4.6% |
| 3M | -9.7% | +10.5% | -20.2% | -11.6% |
| 6M | -7.2% | +29.2% | -36.3% | -12.1% |
| YTD | -32.7% | +50.0% | -82.7% | -37.6% |
| All | -40.4% | +52.6% | -93.1% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling