-0.4%
ROL vs GRAB
-19.7%
+19.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -3.2% | -12.0% | +8.8% | -2.9% |
| 30D | -6.6% | -19.5% | +12.9% | -6.1% |
| 3M | -27.3% | -8.0% | -19.3% | -27.2% |
| 6M | -38.1% | -22.2% | -15.9% | -37.7% |
| YTD | -41.8% | -39.7% | -2.1% | -41.2% |
| 1Y | -37.8% | -43.2% | +5.4% | -37.3% |
| All | -0.4% | -19.7% | +19.4% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling