-41.9%
GRAB vs UDR
+14.9%
-56.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +6.5% |
| 7D | +22.2% | +7.2% | +15.0% | +19.7% |
| 30D | +6.0% | +10.5% | -4.5% | +2.9% |
| 3M | -9.7% | -2.3% | -7.4% | -10.2% |
| 6M | -7.2% | +4.0% | -11.2% | -8.7% |
| YTD | -32.7% | +5.6% | -38.3% | -34.8% |
| 1Y | -41.9% | +13.0% | -55.0% | -44.4% |
| All | -41.9% | +14.9% | -56.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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