-32.3%
GRAB vs RVTY
+57.1%
-89.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -5.3% | +1.1% | -6.4% | -5.5% |
| 30D | -8.6% | +13.2% | -21.8% | -10.8% |
| 3M | -1.2% | +27.2% | -28.4% | -6.2% |
| 6M | -16.6% | +32.4% | -49.0% | -22.5% |
| YTD | -31.5% | +34.9% | -66.3% | -37.0% |
| 1Y | -32.3% | +52.4% | -84.6% | -37.0% |
| All | -32.3% | +57.1% | -89.4% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling