-5.7%
DT vs GRAB
-39.6%
+33.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -1.1% |
| 7D | -25.5% | +22.2% | -47.7% | -27.0% |
| 30D | -22.3% | +6.0% | -28.3% | -21.8% |
| 3M | +2.3% | -9.7% | +12.0% | +6.5% |
| 6M | +20.7% | -7.2% | +27.9% | +24.4% |
| YTD | +7.9% | -32.7% | +40.6% | +18.7% |
| 1Y | -5.7% | -41.9% | +36.2% | +6.2% |
| All | -5.7% | -39.6% | +33.9% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling