+182.7%
RIG vs GRAB
-74.4%
+257.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.1% |
| 7D | -8.2% | -13.9% | +5.7% | -6.6% |
| 30D | -0.2% | -17.2% | +17.0% | +2.0% |
| 3M | -2.7% | -7.9% | +5.2% | -2.2% |
| 6M | -7.5% | -23.2% | +15.8% | -5.0% |
| YTD | +38.3% | -39.1% | +77.3% | +45.9% |
| 1Y | +81.8% | -42.5% | +124.4% | +93.4% |
| 3Y | -30.2% | -18.3% | -11.9% | -30.1% |
| 5Y | +59.9% | -71.7% | +131.7% | +47.3% |
| All | +182.7% | -74.4% | +257.1% | +134.4% |
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