+100.7%
ROST vs GRAB
-18.7%
+119.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.2% |
| 7D | +0.2% | -10.8% | +11.0% | +0.9% |
| 30D | -6.9% | -15.5% | +8.6% | -5.9% |
| 3M | -3.3% | -9.0% | +5.6% | -2.9% |
| 6M | +9.0% | -21.6% | +30.6% | +10.5% |
| YTD | +28.9% | -38.9% | +67.7% | +32.5% |
| 1Y | +54.0% | -44.8% | +98.8% | +59.2% |
| 3Y | +100.7% | -18.4% | +119.2% | +102.4% |
| All | +100.7% | -18.7% | +119.4% | +102.4% |
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