-18.4%
GRAB vs ULTA
+31.2%
-49.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | -10.8% | -3.1% | -7.7% | -10.4% |
| 30D | -15.5% | +2.8% | -18.3% | -15.9% |
| 3M | -9.0% | +14.8% | -23.7% | -10.9% |
| 6M | -21.6% | -16.2% | -5.4% | -20.0% |
| YTD | -38.9% | -9.6% | -29.3% | -38.3% |
| 1Y | -44.8% | +4.8% | -49.6% | -45.5% |
| 3Y | -18.4% | +30.7% | -49.1% | -26.9% |
| All | -18.4% | +31.2% | -49.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling