+39.0%
OKE vs GRAB
-42.3%
+81.3%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.1% |
| 7D | +1.2% | -10.8% | +12.1% | 0.0% |
| 30D | +4.5% | -15.5% | +20.0% | +2.6% |
| 3M | +9.6% | -9.0% | +18.6% | +8.8% |
| 6M | +15.4% | -21.6% | +37.0% | +13.7% |
| YTD | +36.5% | -38.9% | +75.3% | +33.4% |
| 1Y | +39.0% | -44.8% | +83.8% | +37.4% |
| All | +39.0% | -42.3% | +81.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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