-27.8%
OKTA vs GRAB
-74.7%
+46.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.7% |
| 7D | +0.4% | -12.0% | +12.4% | +3.8% |
| 30D | +13.8% | -19.5% | +33.3% | +20.4% |
| 3M | +48.9% | -8.0% | +56.8% | +51.4% |
| 6M | +114.9% | -22.2% | +137.2% | +128.4% |
| YTD | +97.9% | -39.7% | +137.6% | +125.0% |
| 1Y | +89.7% | -43.2% | +132.9% | +118.1% |
| 3Y | +95.8% | -19.1% | +114.9% | +96.1% |
| 5Y | -32.6% | -72.0% | +39.4% | -29.0% |
| All | -27.8% | -74.7% | +46.9% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling