-72.7%
GRAB vs ROP
-4.6%
-68.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -4.0% |
| 7D | -6.1% | -5.4% | -0.7% | -4.3% |
| 30D | -11.2% | -1.6% | -9.6% | -10.8% |
| 3M | -2.4% | +18.8% | -21.2% | -8.6% |
| 6M | -18.3% | +8.2% | -26.5% | -21.0% |
| YTD | -34.9% | -10.5% | -24.4% | -32.6% |
| 1Y | -37.4% | -23.7% | -13.6% | -31.0% |
| 3Y | -12.6% | -17.9% | +5.2% | -8.4% |
| 5Y | -69.7% | -15.3% | -54.4% | -70.6% |
| All | -72.7% | -4.6% | -68.1% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling