+5.8%
DASH vs GRAB
-73.7%
+79.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.0% | -0.4% | -3.7% |
| 7D | -11.2% | -6.1% | -5.1% | -9.3% |
| 30D | -7.3% | -11.2% | +3.9% | -3.6% |
| 3M | +31.4% | -2.4% | +33.8% | +32.7% |
| 6M | +11.9% | -18.3% | +30.2% | +19.5% |
| YTD | -11.5% | -34.9% | +23.4% | +1.4% |
| 1Y | -20.0% | -37.4% | +17.4% | -7.8% |
| 3Y | +143.9% | -12.6% | +156.6% | +142.1% |
| 5Y | -0.2% | -69.7% | +69.5% | +3.6% |
| All | +5.8% | -73.7% | +79.4% | +9.5% |
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