-74.3%
GRAB vs ROKU
-46.7%
-27.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -10.8% | -0.4% | -10.4% | -10.7% |
| 30D | -15.5% | +2.1% | -17.6% | -16.1% |
| 3M | -9.0% | +29.5% | -38.5% | -17.1% |
| 6M | -21.6% | +53.8% | -75.4% | -32.8% |
| YTD | -38.9% | +42.8% | -81.7% | -46.7% |
| 1Y | -44.8% | +60.7% | -105.6% | -53.9% |
| 3Y | -18.4% | +83.9% | -102.3% | -42.4% |
| 5Y | -71.6% | -52.8% | -18.8% | -72.5% |
| All | -74.3% | -46.7% | -27.7% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling