+70.5%
DOCN vs GRAB
-73.0%
+143.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.1% |
| 7D | -19.2% | +25.8% | -45.0% | -25.5% |
| 30D | -43.1% | +10.7% | -53.8% | -45.3% |
| 3M | -40.7% | -7.1% | -33.6% | -40.3% |
| 6M | -55.0% | -9.5% | -45.4% | -54.5% |
| YTD | +50.6% | -31.7% | +82.3% | +66.3% |
| 1Y | +54.0% | -39.4% | +93.4% | +76.8% |
| 3Y | +203.9% | +8.6% | +195.3% | +174.9% |
| 5Y | -29.4% | -71.4% | +42.1% | -21.5% |
| All | +70.5% | -73.0% | +143.6% | +88.6% |
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