-74.4%
GRAB vs UDR
+12.8%
-87.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -5.8% |
| 7D | -13.9% | -3.3% | -10.6% | -12.9% |
| 30D | -17.2% | -5.6% | -11.5% | -15.6% |
| 3M | -7.9% | -9.4% | +1.5% | -5.0% |
| 6M | -23.2% | -3.0% | -20.3% | -22.7% |
| YTD | -39.1% | -0.4% | -38.7% | -39.3% |
| 1Y | -42.5% | -5.1% | -37.4% | -41.9% |
| 3Y | -18.3% | +4.2% | -22.5% | -20.6% |
| 5Y | -71.7% | -19.5% | -52.2% | -71.5% |
| All | -74.4% | +12.8% | -87.3% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling