+137.8%
RIOT vs GRAB
-74.7%
+212.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.6% |
| 7D | -0.9% | -12.0% | +11.1% | +5.5% |
| 30D | +3.5% | -19.5% | +23.0% | +14.9% |
| 3M | -13.0% | -8.0% | -5.0% | -10.8% |
| 6M | +43.1% | -22.2% | +65.3% | +60.5% |
| YTD | +65.4% | -39.7% | +105.0% | +110.9% |
| 1Y | +27.7% | -43.2% | +71.0% | +69.2% |
| 3Y | +91.3% | -19.1% | +110.4% | +98.8% |
| 5Y | -29.3% | -72.0% | +42.7% | -0.2% |
| All | +137.8% | -74.7% | +212.5% | +299.5% |
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