+66.7%
DLR vs GRAB
-74.7%
+141.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -1.3% | -12.0% | +10.7% | -0.3% |
| 30D | -2.9% | -19.5% | +16.7% | -1.3% |
| 3M | +3.2% | -8.0% | +11.2% | +3.7% |
| 6M | +3.9% | -22.2% | +26.1% | +5.7% |
| YTD | +21.4% | -39.7% | +61.1% | +25.9% |
| 1Y | +9.7% | -43.2% | +52.9% | +14.1% |
| 3Y | +56.5% | -19.1% | +75.6% | +57.4% |
| 5Y | +41.5% | -72.0% | +113.5% | +39.0% |
| All | +66.7% | -74.7% | +141.4% | +56.9% |
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