-74.7%
GRAB vs DBX
+73.6%
-148.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.5% |
| 7D | -12.0% | -1.8% | -10.2% | -11.4% |
| 30D | -19.5% | +2.8% | -22.4% | -20.7% |
| 3M | -8.0% | +26.8% | -34.7% | -17.1% |
| 6M | -22.2% | +32.8% | -55.0% | -32.5% |
| YTD | -39.7% | +26.1% | -65.8% | -46.5% |
| 1Y | -43.2% | +14.1% | -57.3% | -47.6% |
| 3Y | -19.1% | +25.7% | -44.8% | -33.0% |
| 5Y | -72.0% | +11.2% | -83.2% | -77.8% |
| All | -74.7% | +73.6% | -148.3% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling