-74.3%
GRAB vs RRC
+477.7%
-552.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -10.8% | -1.8% | -9.0% | -10.6% |
| 30D | -15.5% | +2.7% | -18.2% | -15.8% |
| 3M | -9.0% | +8.8% | -17.8% | -10.2% |
| 6M | -21.6% | -1.2% | -20.4% | -21.8% |
| YTD | -38.9% | +17.6% | -56.4% | -40.7% |
| 1Y | -44.8% | +18.4% | -63.3% | -46.6% |
| 3Y | -18.4% | +33.1% | -51.5% | -22.9% |
| 5Y | -71.6% | +148.2% | -219.8% | -75.5% |
| All | -74.3% | +477.7% | -552.1% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling