-72.0%
GRAB vs DOC
-4.3%
-67.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.9% | +1.0% | -1.9% | -1.1% |
| 30D | +5.7% | +8.1% | -2.4% | +3.8% |
| 3M | -11.0% | +0.9% | -11.9% | -11.2% |
| 6M | -8.8% | +6.3% | -15.1% | -10.3% |
| YTD | -33.3% | +33.8% | -67.0% | -38.3% |
| 1Y | -43.4% | +21.6% | -65.0% | -46.4% |
| 3Y | +1.8% | +53.4% | -51.5% | -10.9% |
| 5Y | -80.5% | -21.0% | -59.5% | -81.0% |
| All | -72.0% | -4.3% | -67.7% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling