+0.7%
ROL vs GRAB
-71.2%
+71.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -5.3% | +3.8% | -1.2% |
| 30D | -4.1% | -8.6% | +4.5% | -3.7% |
| 3M | -22.5% | -1.2% | -21.3% | -22.5% |
| 6M | -37.7% | -16.6% | -21.1% | -37.2% |
| YTD | -39.6% | -31.5% | -8.1% | -38.6% |
| 1Y | -36.0% | -32.3% | -3.7% | -35.1% |
| 3Y | -5.1% | -10.7% | +5.6% | -6.0% |
| 5Y | -3.4% | -67.9% | +64.5% | -2.5% |
| All | +0.7% | -71.2% | +71.9% | -2.2% |
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