-74.7%
GRAB vs RPRX
+57.1%
-131.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.1% |
| 7D | -12.0% | -8.0% | -4.0% | -9.9% |
| 30D | -19.5% | +2.1% | -21.6% | -20.0% |
| 3M | -8.0% | +8.2% | -16.1% | -10.3% |
| 6M | -22.2% | +28.9% | -51.1% | -28.2% |
| YTD | -39.7% | +54.1% | -93.8% | -47.3% |
| 1Y | -43.2% | +65.5% | -108.7% | -51.6% |
| 3Y | -19.1% | +117.3% | -136.4% | -38.0% |
| 5Y | -72.0% | +71.6% | -143.6% | -76.2% |
| All | -74.7% | +57.1% | -131.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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