-78.3%
GRAB vs DOC
-21.4%
-56.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.0% | -0.9% | -4.1% | -4.8% |
| 30D | +11.3% | +7.7% | +3.6% | +9.3% |
| 3M | -12.4% | -2.0% | -10.4% | -12.0% |
| 6M | -10.7% | +5.9% | -16.6% | -12.2% |
| YTD | -35.1% | +31.8% | -66.9% | -40.1% |
| 1Y | -41.5% | +22.5% | -64.0% | -45.0% |
| 3Y | -2.7% | +54.7% | -57.4% | -16.6% |
| All | -78.3% | -21.4% | -56.9% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling