-74.7%
GRAB vs DLTR
+7.8%
-82.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -12.0% | -9.4% | -2.5% | -10.8% |
| 30D | -19.5% | -7.3% | -12.2% | -18.7% |
| 3M | -8.0% | +7.6% | -15.5% | -8.8% |
| 6M | -22.2% | +1.6% | -23.8% | -22.7% |
| YTD | -39.7% | -3.5% | -36.1% | -39.7% |
| 1Y | -43.2% | +20.0% | -63.2% | -45.1% |
| 3Y | -19.1% | +2.3% | -21.4% | -21.6% |
| 5Y | -72.0% | +31.5% | -103.5% | -71.3% |
| All | -74.7% | +7.8% | -82.5% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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