+69.6%
DLR vs GRAB
-74.3%
+144.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +0.1% | -10.8% | +10.9% | +1.0% |
| 30D | -4.3% | -15.5% | +11.2% | -3.1% |
| 3M | +3.8% | -9.0% | +12.8% | +4.4% |
| 6M | +5.8% | -21.6% | +27.4% | +7.6% |
| YTD | +23.5% | -38.9% | +62.4% | +27.9% |
| 1Y | +11.1% | -44.8% | +55.9% | +15.8% |
| 3Y | +57.9% | -18.4% | +76.3% | +58.6% |
| 5Y | +44.0% | -71.6% | +115.6% | +41.2% |
| All | +69.6% | -74.3% | +144.0% | +59.5% |
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