-74.3%
GRAB vs RVTY
-5.2%
-69.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.4% |
| 7D | -10.8% | -4.5% | -6.3% | -9.4% |
| 30D | -15.5% | +5.5% | -21.0% | -17.0% |
| 3M | -9.0% | +22.5% | -31.5% | -15.4% |
| 6M | -21.6% | +38.9% | -60.5% | -30.7% |
| YTD | -38.9% | +28.7% | -67.6% | -44.9% |
| 1Y | -44.8% | +45.5% | -90.3% | -52.7% |
| 3Y | -18.4% | +16.4% | -34.8% | -27.6% |
| 5Y | -71.6% | -32.7% | -38.9% | -68.2% |
| All | -74.3% | -5.2% | -69.2% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling