-19.5%
GRAB vs ROP
-19.1%
-0.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -12.0% | -8.0% | -4.0% | -10.3% |
| 30D | -19.5% | -2.7% | -16.8% | -19.0% |
| 3M | -8.0% | +16.6% | -24.5% | -11.4% |
| 6M | -22.2% | +10.4% | -32.6% | -24.2% |
| YTD | -39.7% | -12.1% | -27.6% | -37.9% |
| 1Y | -43.2% | -23.6% | -19.6% | -39.2% |
| All | -19.5% | -19.1% | -0.4% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling