+8.6%
GRAB vs DOC
+44.2%
-35.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | +25.8% | +6.5% | +19.4% | +24.5% |
| 30D | +10.7% | +9.2% | +1.6% | +9.0% |
| 3M | -7.1% | -2.5% | -4.6% | -6.8% |
| 6M | -9.5% | +7.1% | -16.6% | -10.7% |
| YTD | -31.7% | +33.0% | -64.7% | -35.2% |
| 1Y | -39.4% | +23.3% | -62.7% | -41.8% |
| 3Y | +8.6% | +44.9% | -36.3% | +5.0% |
| All | +8.6% | +44.2% | -35.6% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling