-74.3%
GRAB vs ULTA
+99.7%
-174.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.7% |
| 7D | -10.8% | -3.1% | -7.7% | -9.9% |
| 30D | -15.5% | +2.8% | -18.3% | -16.4% |
| 3M | -9.0% | +14.8% | -23.7% | -13.1% |
| 6M | -21.6% | -16.2% | -5.4% | -18.0% |
| YTD | -38.9% | -9.6% | -29.3% | -37.8% |
| 1Y | -44.8% | +4.8% | -49.6% | -46.8% |
| 3Y | -18.4% | +30.7% | -49.1% | -30.8% |
| 5Y | -71.6% | +45.9% | -117.5% | -77.7% |
| All | -74.3% | +99.7% | -174.0% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling