-99.9%
DFNS vs GRAB
-74.4%
-25.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.8% | -4.1% |
| 7D | +4.6% | -13.9% | +18.5% | +6.0% |
| 30D | -73.9% | -17.2% | -56.7% | -73.5% |
| 3M | -71.7% | -7.9% | -63.8% | -71.5% |
| 6M | -94.6% | -23.2% | -71.3% | -94.5% |
| YTD | -98.1% | -39.1% | -59.0% | -98.0% |
| 1Y | -98.3% | -42.5% | -55.8% | -98.3% |
| 3Y | -99.9% | -18.3% | -81.6% | -99.9% |
| 5Y | -99.9% | -71.7% | -28.1% | -99.9% |
| All | -99.9% | -74.4% | -25.4% | -99.9% |
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