+183.8%
ORLY vs GRAB
-74.3%
+258.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.3% |
| 7D | -2.4% | -10.8% | +8.5% | -2.2% |
| 30D | -6.8% | -15.5% | +8.7% | -6.6% |
| 3M | -4.8% | -9.0% | +4.2% | -4.6% |
| 6M | -9.1% | -21.6% | +12.5% | -8.8% |
| YTD | -5.9% | -38.9% | +33.0% | -5.4% |
| 1Y | -20.4% | -44.8% | +24.4% | -20.0% |
| 3Y | +36.6% | -18.4% | +55.0% | +36.0% |
| 5Y | +117.3% | -71.6% | +188.9% | +117.4% |
| All | +183.8% | -74.3% | +258.2% | +187.1% |
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