-34.7%
ROL vs GRAB
-39.6%
+4.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +1.8% |
| 7D | +14.6% | +22.2% | -7.6% | +11.8% |
| 30D | +29.3% | +6.0% | +23.3% | +27.5% |
| 3M | +2.0% | -9.7% | +11.7% | +1.1% |
| 6M | -28.5% | -7.2% | -21.4% | -29.2% |
| YTD | -35.3% | -32.7% | -2.7% | -35.5% |
| 1Y | -34.7% | -41.9% | +7.2% | -34.9% |
| All | -34.7% | -39.6% | +4.9% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling