-72.7%
GRAB vs DAR
+37.2%
-109.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.9% | -7.9% | -5.6% |
| 7D | -6.1% | -0.9% | -5.2% | -5.9% |
| 30D | -11.2% | +13.0% | -24.2% | -13.8% |
| 3M | -2.4% | +15.0% | -17.4% | -6.0% |
| 6M | -18.3% | +26.8% | -45.2% | -23.5% |
| YTD | -34.9% | +86.4% | -121.3% | -44.5% |
| 1Y | -37.4% | +115.1% | -152.5% | -48.7% |
| 3Y | -12.6% | +14.6% | -27.3% | -19.6% |
| 5Y | -69.7% | -8.8% | -61.0% | -71.4% |
| All | -72.7% | +37.2% | -109.8% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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