+119.7%
DDOG vs GRAB
-72.7%
+192.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | +0.3% |
| 7D | -6.1% | -6.1% | 0.0% | -4.3% |
| 30D | -10.1% | -11.2% | +1.1% | -6.9% |
| 3M | -9.3% | -2.4% | -6.9% | -8.9% |
| 6M | +67.2% | -18.3% | +85.5% | +77.4% |
| YTD | +54.6% | -34.9% | +89.5% | +76.2% |
| 1Y | +54.1% | -37.4% | +91.5% | +77.1% |
| 3Y | +115.3% | -12.6% | +127.9% | +112.5% |
| 5Y | +50.6% | -69.7% | +120.4% | +65.3% |
| All | +119.7% | -72.7% | +192.4% | +122.2% |
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