-71.2%
GRAB vs DKS
+13.6%
-84.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -10.8% | -3.0% | -7.9% | -10.2% |
| 30D | -15.5% | -33.4% | +17.9% | -8.7% |
| 3M | -9.0% | -39.4% | +30.4% | +0.6% |
| 6M | -21.6% | -30.1% | +8.5% | -17.1% |
| YTD | -38.9% | -31.0% | -7.9% | -35.4% |
| 1Y | -44.8% | -40.2% | -4.7% | -39.7% |
| 3Y | -18.4% | +30.9% | -49.4% | -34.1% |
| All | -71.2% | +13.6% | -84.8% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling