-74.4%
GRAB vs RVTY
-5.5%
-68.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -3.9% | -5.6% |
| 7D | -13.9% | -5.4% | -8.5% | -12.2% |
| 30D | -17.2% | +6.7% | -23.9% | -19.0% |
| 3M | -7.9% | +19.0% | -26.9% | -13.5% |
| 6M | -23.2% | +34.6% | -57.9% | -31.4% |
| YTD | -39.1% | +28.3% | -67.3% | -45.0% |
| 1Y | -42.5% | +46.0% | -88.6% | -50.8% |
| 3Y | -18.3% | +16.9% | -35.2% | -27.6% |
| 5Y | -71.7% | -32.9% | -38.8% | -68.3% |
| All | -74.4% | -5.5% | -68.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling