-18.6%
RKT vs GRAB
-72.7%
+54.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -0.9% |
| 7D | +6.0% | -6.1% | +12.1% | +7.1% |
| 30D | +0.7% | -11.2% | +11.9% | +2.8% |
| 3M | +11.8% | -2.4% | +14.2% | +12.5% |
| 6M | -7.6% | -18.3% | +10.7% | -4.3% |
| YTD | -28.7% | -34.9% | +6.2% | -23.6% |
| 1Y | -32.6% | -37.4% | +4.8% | -27.6% |
| 3Y | +42.1% | -12.6% | +54.7% | +40.6% |
| 5Y | -7.2% | -69.7% | +62.6% | -9.7% |
| All | -18.6% | -72.7% | +54.1% | -27.9% |
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