-72.0%
GRAB vs ROP
-16.6%
-55.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -12.0% | -8.0% | -4.0% | -9.3% |
| 30D | -19.5% | -2.7% | -16.8% | -18.7% |
| 3M | -8.0% | +16.6% | -24.5% | -13.5% |
| 6M | -22.2% | +10.4% | -32.6% | -25.6% |
| YTD | -39.7% | -12.1% | -27.6% | -36.9% |
| 1Y | -43.2% | -23.6% | -19.6% | -36.9% |
| 3Y | -19.1% | -19.3% | +0.2% | -14.7% |
| 5Y | -72.0% | -15.4% | -56.6% | -73.6% |
| All | -72.0% | -16.6% | -55.4% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling