+405.9%
USO vs GRAB
-74.3%
+480.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | +9.1% | -10.8% | +19.9% | +9.2% |
| 30D | +21.7% | -15.5% | +37.2% | +21.8% |
| 3M | +20.2% | -9.0% | +29.2% | +20.2% |
| 6M | +43.4% | -21.6% | +65.0% | +43.6% |
| YTD | +124.0% | -38.9% | +162.9% | +125.9% |
| 1Y | +112.2% | -44.8% | +157.0% | +114.7% |
| 3Y | +97.7% | -18.4% | +116.1% | +97.3% |
| 5Y | +217.4% | -71.6% | +289.0% | +218.6% |
| All | +405.9% | -74.3% | +480.2% | +415.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling