-72.7%
GRAB vs RRC
+486.7%
-559.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | -6.1% | -1.2% | -4.9% | -5.9% |
| 30D | -11.2% | +9.4% | -20.6% | -12.3% |
| 3M | -2.4% | +7.4% | -9.8% | -3.5% |
| 6M | -18.3% | +1.5% | -19.8% | -18.8% |
| YTD | -34.9% | +19.4% | -54.3% | -36.9% |
| 1Y | -37.4% | +24.2% | -61.6% | -39.8% |
| 3Y | -12.6% | +32.8% | -45.4% | -17.4% |
| 5Y | -69.7% | +152.9% | -222.7% | -74.0% |
| All | -72.7% | +486.7% | -559.4% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling