-39.4%
GRAB vs DOC
+20.9%
-60.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | +25.8% | +6.5% | +19.4% | +24.4% |
| 30D | +10.7% | +9.2% | +1.6% | +9.0% |
| 3M | -7.1% | -2.5% | -4.6% | -7.0% |
| 6M | -9.5% | +7.1% | -16.6% | -10.7% |
| YTD | -31.7% | +33.0% | -64.7% | -34.3% |
| 1Y | -39.4% | +23.3% | -62.7% | -41.2% |
| All | -39.4% | +20.9% | -60.4% | -41.2% |
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