-41.9%
GRAB vs ROP
+10.1%
-52.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.9% | +3.8% | +6.9% |
| 7D | +22.2% | +11.7% | +10.5% | +19.7% |
| 30D | +6.0% | +35.5% | -29.5% | +0.1% |
| 3M | -9.7% | +25.3% | -35.0% | -13.5% |
| 6M | -7.2% | +38.9% | -46.1% | -12.9% |
| YTD | -32.7% | +11.4% | -44.0% | -35.5% |
| 1Y | -41.9% | +10.3% | -52.2% | -44.2% |
| All | -41.9% | +10.1% | -52.1% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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