-74.3%
GRAB vs ROP
-6.3%
-68.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -10.8% | -4.6% | -6.2% | -9.3% |
| 30D | -15.5% | -1.7% | -13.8% | -15.0% |
| 3M | -9.0% | +17.1% | -26.0% | -14.2% |
| 6M | -21.6% | +10.9% | -32.4% | -24.9% |
| YTD | -38.9% | -12.1% | -26.8% | -36.3% |
| 1Y | -44.8% | -24.2% | -20.6% | -39.1% |
| 3Y | -18.4% | -20.4% | +1.9% | -13.4% |
| 5Y | -71.6% | -15.4% | -56.2% | -72.4% |
| All | -74.3% | -6.3% | -68.1% | -75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling