-74.3%
GRAB vs DBX
+76.2%
-150.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +0.7% |
| 7D | -10.8% | +2.1% | -12.9% | -11.6% |
| 30D | -15.5% | +5.7% | -21.3% | -17.7% |
| 3M | -9.0% | +31.8% | -40.8% | -19.3% |
| 6M | -21.6% | +37.5% | -59.1% | -32.9% |
| YTD | -38.9% | +27.9% | -66.8% | -46.1% |
| 1Y | -44.8% | +15.0% | -59.9% | -49.2% |
| 3Y | -18.4% | +27.2% | -45.6% | -32.8% |
| 5Y | -71.6% | +12.8% | -84.4% | -77.6% |
| All | -74.3% | +76.2% | -150.5% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling