-50.3%
DOCS vs GRAB
-71.1%
+20.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | -5.3% | +3.8% | 0.0% |
| 30D | +21.8% | -8.6% | +30.4% | +24.8% |
| 3M | +27.3% | -1.2% | +28.5% | +27.5% |
| 6M | -0.3% | -16.6% | +16.2% | +4.4% |
| YTD | -40.5% | -31.5% | -9.0% | -34.5% |
| 1Y | -61.5% | -32.3% | -29.3% | -57.6% |
| 3Y | +8.2% | -10.7% | +18.9% | +6.5% |
| 5Y | -73.4% | -67.9% | -5.6% | -70.5% |
| All | -50.3% | -71.1% | +20.9% | -40.2% |
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