-43.4%
GRAB vs DOC
+22.3%
-65.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.2% |
| 3M | -11.0% | +0.9% | -11.9% | -11.3% |
| 6M | -8.8% | +6.3% | -15.1% | -9.9% |
| YTD | -33.3% | +33.8% | -67.0% | -36.6% |
| 1Y | -43.4% | +21.6% | -65.0% | -44.9% |
| All | -43.4% | +22.3% | -65.7% | -44.9% |
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