+248.3%
RCL vs GRAB
-71.2%
+319.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | -5.3% | +0.2% | -4.1% |
| 30D | -19.0% | -8.6% | -10.5% | -17.6% |
| 3M | -9.6% | -1.2% | -8.4% | -9.5% |
| 6M | -6.7% | -16.6% | +9.9% | -3.4% |
| YTD | -3.9% | -31.5% | +27.5% | +3.1% |
| 1Y | -25.1% | -32.3% | +7.2% | -19.8% |
| 3Y | +179.1% | -10.7% | +189.8% | +179.3% |
| 5Y | +243.3% | -67.9% | +311.2% | +235.9% |
| All | +248.3% | -71.2% | +319.5% | +272.8% |
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