-72.0%
GRAB vs RVTY
-34.5%
-37.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.2% |
| 7D | -12.0% | -7.4% | -4.6% | -9.7% |
| 30D | -19.5% | +4.5% | -24.0% | -20.6% |
| 3M | -8.0% | +19.5% | -27.4% | -13.4% |
| 6M | -22.2% | +34.1% | -56.3% | -30.1% |
| YTD | -39.7% | +25.3% | -64.9% | -44.9% |
| 1Y | -43.2% | +47.0% | -90.2% | -51.2% |
| 3Y | -19.1% | +14.1% | -33.2% | -27.4% |
| 5Y | -72.0% | -34.6% | -37.4% | -69.5% |
| All | -72.0% | -34.5% | -37.5% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling