-74.3%
GRAB vs DKS
+181.0%
-255.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | -10.8% | -2.0% | -8.8% | -10.4% |
| 30D | -15.5% | -32.7% | +17.2% | -9.6% |
| 3M | -9.0% | -38.8% | +29.8% | -0.7% |
| 6M | -21.6% | -29.4% | +7.8% | -17.7% |
| YTD | -38.9% | -30.3% | -8.6% | -35.9% |
| 1Y | -44.8% | -39.6% | -5.2% | -40.4% |
| 3Y | -18.4% | +32.2% | -50.6% | -30.9% |
| 5Y | -71.6% | +15.1% | -86.7% | -77.4% |
| All | -74.3% | +181.0% | -255.4% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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