-71.1%
GRAB vs DOC
-3.2%
-67.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | +20.3% | +5.9% | +14.4% | +18.7% |
| 30D | +7.8% | +10.3% | -2.4% | +5.3% |
| 3M | -6.0% | -2.2% | -3.8% | -5.6% |
| 6M | -7.5% | +8.2% | -15.7% | -9.5% |
| YTD | -31.1% | +35.4% | -66.4% | -36.5% |
| 1Y | -38.1% | +23.6% | -61.8% | -41.7% |
| 3Y | +4.6% | +57.3% | -52.7% | -9.2% |
| 5Y | -77.9% | -19.6% | -58.3% | -78.6% |
| All | -71.1% | -3.2% | -67.9% | -72.8% |
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