-32.3%
GRAB vs DOC
+23.9%
-56.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -5.3% | -1.5% | -3.8% | -5.0% |
| 30D | -8.6% | -4.8% | -3.8% | -7.8% |
| 3M | -1.2% | +6.9% | -8.0% | -2.4% |
| 6M | -16.6% | +20.7% | -37.3% | -19.4% |
| YTD | -31.5% | +34.1% | -65.6% | -35.5% |
| 1Y | -32.3% | +22.6% | -54.9% | -32.3% |
| All | -32.3% | +23.9% | -56.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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