+142.8%
ON vs GRAB
-72.7%
+215.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.0% | +0.5% | -3.4% |
| 7D | -2.2% | -6.1% | +3.9% | -1.0% |
| 30D | -12.4% | -11.2% | -1.2% | -10.4% |
| 3M | -41.2% | -2.4% | -38.8% | -41.3% |
| 6M | +25.0% | -18.3% | +43.3% | +29.3% |
| YTD | +31.3% | -34.9% | +66.1% | +41.7% |
| 1Y | +45.4% | -37.4% | +82.8% | +58.0% |
| 3Y | -27.4% | -12.6% | -14.8% | -27.3% |
| 5Y | +58.5% | -69.7% | +128.2% | +59.5% |
| All | +142.8% | -72.7% | +215.5% | +146.6% |
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