-41.9%
GRAB vs URI
+33.3%
-75.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.4% | +12.1% | +8.1% |
| 7D | +22.2% | -4.3% | +26.5% | +22.6% |
| 30D | +6.0% | +4.6% | +1.4% | +5.3% |
| 3M | -9.7% | -2.1% | -7.6% | -9.7% |
| 6M | -7.2% | +21.9% | -29.1% | -9.8% |
| YTD | -32.7% | +39.7% | -72.4% | -39.3% |
| 1Y | -41.9% | +32.9% | -74.8% | -45.0% |
| All | -41.9% | +33.3% | -75.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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