-44.8%
GRAB vs ROP
-23.7%
-21.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -10.8% | -4.6% | -6.2% | -10.3% |
| 30D | -15.5% | -1.7% | -13.8% | -15.3% |
| 3M | -9.0% | +17.1% | -26.0% | -10.3% |
| 6M | -21.6% | +10.9% | -32.4% | -22.6% |
| YTD | -38.9% | -12.1% | -26.8% | -41.4% |
| 1Y | -44.8% | -24.2% | -20.6% | -48.6% |
| All | -44.8% | -23.7% | -21.1% | -48.6% |
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