-30.2%
RIG vs GRAB
-18.7%
-11.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.9% |
| 7D | -3.1% | -10.8% | +7.7% | -1.6% |
| 30D | -0.5% | -15.5% | +15.0% | +1.7% |
| 3M | -6.0% | -9.0% | +3.0% | -5.3% |
| 6M | -10.1% | -21.6% | +11.5% | -7.6% |
| YTD | +37.3% | -38.9% | +76.2% | +47.9% |
| 1Y | +73.9% | -44.8% | +118.8% | +91.4% |
| 3Y | -30.2% | -18.4% | -11.7% | -31.0% |
| All | -30.2% | -18.7% | -11.5% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling