-32.3%
GRAB vs DOCU
-9.0%
-23.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.7% |
| 7D | -5.3% | +6.9% | -12.2% | -6.4% |
| 30D | -8.6% | +19.0% | -27.6% | -11.7% |
| 3M | -1.2% | +34.3% | -35.5% | -7.3% |
| 6M | -16.6% | +48.0% | -64.6% | -23.5% |
| YTD | -31.5% | 0.0% | -31.5% | -31.0% |
| 1Y | -32.3% | -10.3% | -22.0% | -30.2% |
| All | -32.3% | -9.0% | -23.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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