+337.4%
OXY vs GRAB
-74.3%
+411.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +2.8% | -10.8% | +13.7% | +3.4% |
| 30D | +5.5% | -15.5% | +21.0% | +6.3% |
| 3M | +11.3% | -9.0% | +20.3% | +11.6% |
| 6M | +11.6% | -21.6% | +33.2% | +12.6% |
| YTD | +51.6% | -38.9% | +90.4% | +55.3% |
| 1Y | +36.2% | -44.8% | +81.1% | +40.4% |
| 3Y | +1.7% | -18.4% | +20.2% | +1.5% |
| 5Y | +164.5% | -71.6% | +236.1% | +164.9% |
| All | +337.4% | -74.3% | +411.7% | +366.2% |
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