+118.7%
ROST vs GRAB
-72.7%
+191.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | 0.0% |
| 7D | +0.2% | -6.1% | +6.3% | +0.7% |
| 30D | -10.0% | -11.2% | +1.2% | -9.2% |
| 3M | +1.2% | -2.4% | +3.6% | +1.2% |
| 6M | +8.9% | -18.3% | +27.3% | +10.4% |
| YTD | +28.1% | -34.9% | +62.9% | +31.9% |
| 1Y | +53.0% | -37.4% | +90.3% | +57.6% |
| 3Y | +97.9% | -12.6% | +110.5% | +95.7% |
| 5Y | +112.0% | -69.7% | +181.7% | +107.1% |
| All | +118.7% | -72.7% | +191.4% | +125.3% |
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