-41.9%
GRAB vs DD
+49.3%
-91.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +8.3% |
| 7D | +22.2% | +8.7% | +13.5% | +18.7% |
| 30D | +6.0% | +15.3% | -9.3% | +1.1% |
| 3M | -9.7% | +5.9% | -15.6% | -11.8% |
| 6M | -7.2% | +11.6% | -18.8% | -11.2% |
| YTD | -32.7% | +26.5% | -59.2% | -38.6% |
| 1Y | -41.9% | +35.4% | -77.3% | -47.7% |
| All | -41.9% | +49.3% | -91.2% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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