+10.8%
GRAB vs DOC
+43.2%
-32.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +26.1% | +6.2% | +19.9% | +24.8% |
| 30D | +13.4% | +6.5% | +6.9% | +12.1% |
| 3M | -7.0% | -6.2% | -0.7% | -6.0% |
| 6M | -5.4% | +25.6% | -31.0% | -9.3% |
| YTD | -30.3% | +32.1% | -62.3% | -33.8% |
| 1Y | -38.3% | +20.3% | -58.6% | -40.4% |
| All | +10.8% | +43.2% | -32.3% | +7.3% |
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