+417.2%
USO vs GRAB
-74.7%
+491.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.6% |
| 7D | +11.5% | -12.0% | +23.5% | +11.5% |
| 30D | +24.1% | -19.5% | +43.6% | +24.3% |
| 3M | +17.9% | -8.0% | +25.9% | +17.8% |
| 6M | +49.6% | -22.2% | +71.8% | +49.8% |
| YTD | +129.0% | -39.7% | +168.7% | +131.0% |
| 1Y | +112.0% | -43.2% | +155.2% | +114.3% |
| 3Y | +102.3% | -19.1% | +121.4% | +101.9% |
| 5Y | +224.5% | -72.0% | +296.5% | +225.8% |
| All | +417.2% | -74.7% | +491.9% | +427.4% |
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 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