+59.8%
DUK vs GRAB
-74.7%
+134.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -1.7% | -12.0% | +10.3% | -1.8% |
| 30D | -2.2% | -19.5% | +17.3% | -2.5% |
| 3M | -3.7% | -8.0% | +4.3% | -3.8% |
| 6M | -6.3% | -22.2% | +15.9% | -6.5% |
| YTD | +4.5% | -39.7% | +44.2% | +4.1% |
| 1Y | +1.8% | -43.2% | +45.0% | +1.3% |
| 3Y | +46.8% | -19.1% | +65.9% | +46.5% |
| 5Y | +40.2% | -72.0% | +112.2% | +37.9% |
| All | +59.8% | -74.7% | +134.5% | +57.4% |
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