-2.5%
ROL vs GRAB
-74.3%
+71.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -3.2% | -10.8% | +7.7% | -2.6% |
| 30D | -4.9% | -15.5% | +10.6% | -4.2% |
| 3M | -25.8% | -9.0% | -16.9% | -25.6% |
| 6M | -37.6% | -21.6% | -16.0% | -36.9% |
| YTD | -41.5% | -38.9% | -2.6% | -40.2% |
| 1Y | -39.5% | -44.8% | +5.4% | -38.0% |
| 3Y | +0.1% | -18.4% | +18.6% | -0.4% |
| 5Y | -4.6% | -71.6% | +67.0% | -3.2% |
| All | -2.5% | -74.3% | +71.8% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling