-39.8%
ROL vs GRAB
-43.1%
+3.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -3.2% | -12.0% | +8.8% | -3.2% |
| 30D | -6.6% | -19.5% | +12.9% | -6.7% |
| 3M | -27.3% | -8.0% | -19.3% | -27.2% |
| 6M | -38.1% | -22.2% | -15.9% | -38.2% |
| YTD | -41.8% | -39.7% | -2.1% | -42.9% |
| All | -39.8% | -43.1% | +3.3% | -41.7% |
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 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