+36.0%
DVN vs GRAB
-40.2%
+76.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.6% | -6.4% | -1.8% |
| 7D | -16.2% | +26.1% | -42.3% | -10.7% |
| 30D | -10.7% | +13.4% | -24.1% | -6.8% |
| 3M | +2.5% | -7.0% | +9.5% | +3.4% |
| 6M | -14.8% | -5.4% | -9.3% | -12.9% |
| YTD | +19.3% | -30.3% | +49.5% | +22.3% |
| 1Y | +36.0% | -38.3% | +74.3% | +40.5% |
| All | +36.0% | -40.2% | +76.1% | +40.5% |
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