-72.0%
GRAB vs RRC
+150.0%
-222.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -12.0% | -1.2% | -10.8% | -11.8% |
| 30D | -19.5% | +3.0% | -22.5% | -19.9% |
| 3M | -8.0% | +7.3% | -15.2% | -9.2% |
| 6M | -22.2% | +3.6% | -25.8% | -23.0% |
| YTD | -39.7% | +19.4% | -59.0% | -41.9% |
| 1Y | -43.2% | +21.4% | -64.6% | -45.6% |
| 3Y | -19.1% | +32.8% | -51.8% | -24.4% |
| 5Y | -72.0% | +152.0% | -224.0% | -76.3% |
| All | -72.0% | +150.0% | -222.0% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling