-74.7%
GRAB vs DKS
+174.5%
-249.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -12.0% | -4.7% | -7.2% | -11.1% |
| 30D | -19.5% | -35.1% | +15.5% | -13.3% |
| 3M | -8.0% | -37.7% | +29.8% | -0.1% |
| 6M | -22.2% | -30.7% | +8.5% | -18.0% |
| YTD | -39.7% | -31.9% | -7.8% | -36.4% |
| 1Y | -43.2% | -40.0% | -3.2% | -38.6% |
| 3Y | -19.1% | +28.4% | -47.5% | -31.0% |
| 5Y | -72.0% | +12.4% | -84.4% | -77.6% |
| All | -74.7% | +174.5% | -249.2% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling